Access Statistics for Stephen Leybourne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Stationarity Test for Predictive Regression Invalidity 0 0 0 40 0 2 6 55
A bootstrap stationarity test for predictive regression invalidity 0 0 0 36 0 0 2 27
A powerful test for linearity when the order of integration is unknown 0 0 0 40 0 1 4 215
A powerful test for linearity when the order of integration is unknown 0 0 0 26 0 0 3 124
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 1 1 173
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 552 0 0 9 1,949
Break date estimation for models with deterministic structural change 0 0 0 8 0 0 3 35
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 39 0 0 1 18
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 0 0 1 53
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis 0 0 0 0 0 0 0 873
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 1 7 0 0 2 713
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 0 2 0 0 1 21
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 1 1 286 1 2 4 612
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 1 145 0 0 3 46
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 2 46 0 1 5 218
Modified Tests for a Change in Persistence 0 1 1 196 0 2 2 497
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 0 3 674
On Unit Root Tests and the Initial Observation 0 0 0 180 0 0 0 871
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 11 0 1 4 43
Panel Stationarity Tests with Cross-sectional Dependence 0 0 0 276 0 1 2 685
Panel root tests and the impact of initial observations 0 0 0 6 0 0 1 37
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 0 187
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 1 6 0 0 1 43
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 1 28 0 1 6 122
Seasonal unit root tests and the role of initial conditions 0 0 0 22 0 0 0 90
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 0 125 1 1 5 380
Testing explosive bubbles with time-varying volatility 0 0 1 44 0 1 9 46
Testing for Parameter Instability in Predictive Regression Models 0 0 0 9 0 0 1 33
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 0 0 226
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 1 1 3 1,005
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 1 173 0 0 1 363
Testing for a unit root against ESTAR stationarity 0 0 1 87 0 1 7 72
Testing for a unit root in the presence of a possible break in trend 0 0 2 48 0 0 3 185
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 35 1 1 7 138
Testing for nonlinear trends when the order of integration is unknown 0 0 0 30 0 0 0 172
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 88 0 0 10 335
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 1 56 0 0 4 209
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 0 0 1 167
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point 0 0 0 92 1 2 6 90
Tests for an end-of-sample bubble in financial time series 0 0 0 69 0 0 2 42
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point 0 0 1 36 0 0 3 79
The impact of the initial condition on covariate augmented unit root tests 0 0 0 35 0 0 0 70
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 0 1 67
Trade Liberalisation and Growth 0 0 0 1 0 0 0 330
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 0 208 0 0 4 1,284
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 1 2 82 0 1 4 285
Unit root testing under a local break in trend 0 0 0 5 0 0 1 29
Unit root testing under a local break in trend 0 0 1 85 0 0 2 172
Total Working Papers 0 3 18 3,977 5 20 138 14,160


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Rockin' All Over The World": organisational improvisation lessons from the music-based practitioner 0 0 0 3 0 1 1 11
A Consistent Test for a Unit Root 0 0 0 0 1 5 21 626
A Direct Test for Cointegration Between a Pair of Time Series 0 0 0 0 0 0 2 4
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 5 0 0 1 42
A Parametric approach to testing the null of cointegration 0 0 1 1 0 0 2 4
A Powerful Test for Linearity When the Order of Integration is Unknown 0 6 14 163 7 20 50 433
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 0 0 86
A Simple Test for Cointegration 0 0 0 4 2 6 49 1,782
A more powerful modification of Johansen's cointegration tests 0 1 1 46 0 1 2 136
A simple test for parameter constancy in a nonlinear time series regression model 0 0 0 11 0 0 0 53
A simple, robust and powerful test of the trend hypothesis 0 0 3 83 0 1 7 220
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 9 0 0 1 30
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 0 0 3 681
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 7 0 1 5 35
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process 0 0 0 37 0 1 3 258
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS 0 1 1 4 0 1 2 27
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 2 209
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis 0 0 0 0 0 0 1 416
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 5 0 0 1 30
CUSUM of Squares‐Based Tests for a Change in Persistence 0 1 1 83 0 1 3 174
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 0 0 369
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 6 0 0 2 37
Detecting Multiple Changes in Persistence 0 1 2 183 1 2 5 381
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 0 0 0 59
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 58 0 0 1 215
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 2 8 0 0 6 41
How great are the great ratios? 0 0 0 171 0 0 4 509
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 11 0 1 3 56
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 0 0 0 0 12
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 16 0 0 2 82
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 1 23 0 0 1 80
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates 0 0 0 26 0 0 0 125
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis 0 0 0 0 0 0 3 210
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 0 0 0 247
Modified tests for a change in persistence 0 0 1 93 1 1 4 276
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 0 369 1 7 32 923
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT 0 0 0 19 0 0 1 47
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 1 6 197
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 2 29
On testing for unit roots and the initial observation 0 0 0 64 0 0 0 196
On tests for changes in persistence 0 0 0 36 0 0 0 104
On the Size Properties of Phillips–Perron Tests 0 0 0 0 0 0 2 7
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 0 0 0 119
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 0 72
Power of a Unit‐Root Test and the Initial Condition 0 0 0 19 0 0 2 65
Preliminary design of the OWEL wave energy converter pre-commercial demonstrator 0 0 0 3 0 0 0 21
REJOINDER 0 0 0 10 0 0 0 43
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination 0 0 0 37 0 0 0 143
Real‐Time Monitoring for Explosive Financial Bubbles 0 1 1 11 0 2 8 39
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 0 18 0 1 2 63
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 112
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 6 0 1 4 49
Robust methods for detecting multiple level breaks in autocorrelated time series 1 1 1 20 1 1 1 101
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 0 1 58
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 0 0 0 140
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 22 0 0 0 68
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 15 0 0 0 74
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 0 1 155
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 3 159
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 1 1 1 50
Some New Tests for a Change in Persistence 0 0 0 17 0 0 1 41
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 0 1 25
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null 0 1 2 115 0 2 7 281
Spurious rejections by cointegration tests induced by structural breaks 0 0 1 158 0 0 6 351
Stochastic cointegration: estimation and inference 0 0 0 162 0 1 2 356
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 0 1 197
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 51 0 0 3 149
TESTING FOR LONG MEMORY 0 0 1 25 0 1 3 63
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 1 43 0 0 3 129
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 0 1 0 0 1 7
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 0 1 135
Testing explosive bubbles with time-varying volatility 0 0 2 4 0 0 6 12
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 0 0 1 212
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 3 4 18 0 3 6 76
Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions 0 0 0 0 5 12 79 1,138
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 22 0 0 0 115
Testing for a Change in Mean under Fractional Integration 0 0 0 14 0 0 4 45
Testing for a break in trend when the order of integration is unknown 0 1 2 39 0 2 8 144
Testing for a unit root against ESTAR stationarity 0 0 0 11 0 1 2 57
Testing for nonlinear deterministic components when the order of integration is unknown 0 0 0 5 0 0 0 32
Testing for parameter instability in predictive regression models 0 0 2 6 0 2 14 63
Testing for time series linearity 0 0 0 173 0 0 4 489
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 1 47 0 0 2 183
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 19 0 0 1 64
Testing the equality of prediction mean squared errors 8 23 138 1,380 13 45 252 2,828
Tests for Forecast Encompassing 0 0 0 0 6 9 16 1,148
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 2 433
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 0 0 3 76
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 1 349
Tests for an end-of-sample bubble in financial time series 0 0 0 5 0 1 4 23
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 1 15 77 1 3 22 164
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point 0 0 1 5 0 0 6 60
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence 0 0 0 115 0 0 1 648
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 1 1 7 0 1 3 46
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis 0 0 0 0 1 2 7 1,715
The excess comovement of commodity prices revisited 1 1 1 83 1 3 3 181
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 0 34
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 0 0 0 68 0 0 1 209
Trends and Cycles in British Industrial Production, 1700–1913 0 0 4 7 0 0 5 15
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 1 4 88 0 1 5 228
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis 0 0 0 19 0 0 1 76
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 0 31
Unit Roots and Asymmetric Smooth Transitions 0 0 1 1 0 0 2 3
Unit root testing under a local break in trend 1 1 1 21 1 2 6 96
Unit root tests with a break in innovation variance 0 1 2 80 0 2 5 249
Unit roots and smooth transitions 0 1 7 15 1 4 12 34
Total Journal Articles 12 47 221 5,291 44 153 766 24,000


Statistics updated 2022-11-05