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Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions,
Stephen Leybourne,
in Oxford Bulletin of Economics and Statistics
(1995)
Registered author: Stephen Leybourne
Improvisation within management: oxymoron, paradox, or legitimate way of achieving?,
Stephen A. Leybourne,
in International Journal of Management Concepts and Philosophy
(2007)
Keywords: organisational improvisation; flexibility; working styles; control; change; intuition; bricolage; management styles.
"It's all up here": adaptation and improvisation within the modern project,
Stephen A. Leybourne,
in International Journal of Project Organisation and Management
(2017)
Keywords: improvisation; adaptation; project management; ambiguity; uncertainty.
Managing improvisation within change management: Lessons from UK financial services,
Stephen A. Leybourne,
in The Service Industries Journal
(2006)
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT,
Brendan McCabe and Stephen Leybourne,
in Econometric Theory
(1998)
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS,
Stephen Leybourne and Paul Newbold,
in Econometric Theory
(2000)
"Rockin' All Over The World": organisational improvisation lessons from the music-based practitioner,
Stephen Leybourne and Peter Cook,
in International Journal of Management Concepts and Philosophy
(2015)
Keywords: organisational improvisation; creativity; orchestral music; jazz music; rock music; musical genres; improvisational expertise; musicians; leadership; management; flexible structures; organisational networks; organisational structure.
A simple test for parameter constancy in a nonlinear time series regression model,
Stephen Leybourne and Brendan McCabe,
in Economics Letters
(1992)
An infimum coefficient unit root test allowing for an unknown break in trend,
David Harvey and Stephen Leybourne,
in Economics Letters
(2012)
Keywords: Unit root test; Trend break; Minimum Dickey–Fuller test;
Asymptotic behaviour of tests for a unit root against an explosive alternative,
David Harvey and Stephen Leybourne,
in Economics Letters
(2014)
Keywords: Unit root testing; Explosive autoregression; Asymptotic power; Initial condition;
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown,
David Harvey and Stephen Leybourne,
in Economics Letters
(2016)
Keywords: Level break; Trend break; Stationary; Unit root; Confidence sets;
Confidence sets for the date of a break in level and trend when the order of integration is unknown,
David Harvey and Stephen Leybourne,
in Journal of Econometrics
(2015)
Keywords: Level break; Trend break; Stationary; Unit root; Locally best invariant test; Confidence sets;
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis,
Stephen Leybourne and Paul Newbold,
in Econometrics Journal
(1999)
Keywords: Power comparisons, Unit root tests.
Testing for time series linearity,
David Harvey and Stephen Leybourne,
in Econometrics Journal
(2007)
Modified Stationarity Tests with Data-Dependent Model-Selection Rules,
Stephen Leybourne and Brendan McCabe,
in Journal of Business & Economic Statistics
(1999)
On testing for unit roots and the initial observation,
David Harvey and Stephen Leybourne,
in Econometrics Journal
(2005)
A Consistent Test for a Unit Root,
Stephen Leybourne and Brendan McCabe,
in Journal of Business & Economic Statistics
(1994)
THE RESEARCH INTERESTS OF PAUL NEWBOLD,
Clive Granger and Stephen Leybourne,
in Econometric Theory
(2009)
Spurious rejections by cointegration tests induced by structural breaks,
Stephen Leybourne and Paul Newbold,
in Applied Economics
(2003)
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination,
Michael Bleaney and Stephen Leybourne,
in Manchester School
(2003)
Break Date Estimation for Models with Deterministic Structural Change,
David Harvey and Stephen Leybourne,
in Oxford Bulletin of Economics and Statistics
(2014)
A Simple Test for Cointegration,
Stephen Leybourne and Brendan McCabe,
in Oxford Bulletin of Economics and Statistics
(1994)
On the Size Properties of Phillips–Perron Tests,
Stephen Leybourne and Paul Newbold,
in Journal of Time Series Analysis
(1999)
Power of a Unit‐Root Test and the Initial Condition,
David Harvey and Stephen Leybourne,
in Journal of Time Series Analysis
(2006)
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION,
Stephen Leybourne and Robert Taylor,
in Econometric Theory
(2009)
Some New Tests for a Change in Persistence,
Robert Taylor and Stephen Leybourne,
in Economics Bulletin
(2004)
Persistence change tests and shifting stable autoregressions,
Stephen Leybourne and Robert Taylor,
in Economics Letters
(2006)
On tests for changes in persistence,
Stephen Leybourne and Robert Taylor,
in Economics Letters
(2004)
Seasonal Unit Root Tests Based on Forward and Reverse Estimation,
Stephen Leybourne and Robert Taylor,
in Journal of Time Series Analysis
(2003)
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction,
Stephen Leybourne and Robert Taylor,
in Journal of Time Series Analysis
(2018)
On Unit Root Tests and the Initial Observation,
Stephen Leybourne and David Harvey,
from University Library of Munich, Germany
(2003)
Break date estimation for models with deterministic structural change,
David Harvey and Stephen Leybourne,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2013)
Keywords: Break point estimation, Break in level, Break in trend, Local-to-zero breaks.
Confidence sets for the date of a break in level and trend when the order of integration is unknown,
David Harvey and Stephen Leybourne,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2014)
Keywords: Level break; Trend break; Stationary; Unit root; Locally best invariant test; confidence sets
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem,
Stephen Leybourne and Brendan McCabe,
in Empirical Economics
(1989)
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis,
Stephen Leybourne and Paul Mizen,
in Journal of International Money and Finance
(1999)
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis,
Stephen Leybourne and Paul Mizen,
from University of Nottingham, School of Economics
(1997)
Recent Developments in Time Series,
Paul Newbold and Stephen Leybourne,
from Edward Elgar Publishing
(2003)
Keywords: Economics and Finance,
Testing for Seasonal Unit Roots: a simple alternative to HEGY,
Robert Taylor and Stephen Leybourne,
from Department of Economics, University of York
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE,
David Harris, Brendan McCabe and Stephen Leybourne,
in Econometric Theory
(2003)
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION,
Brendan McCabe, Stephen Leybourne and David Harris,
in Econometric Theory
(2006)
MODIFIED KPSS TESTS FOR NEAR INTEGRATION,
David Harris, Stephen Leybourne and Brendan McCabe,
in Econometric Theory
(2007)
TESTING FOR LONG MEMORY,
David Harris, Brendan McCabe and Stephen Leybourne,
in Econometric Theory
(2008)
Stochastic cointegration: estimation and inference,
David Harris, Brendan McCabe and Stephen Leybourne,
in Journal of Econometrics
(2002)
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates,
Robert Sollis, Stephen Leybourne and Paul Newbold,
in Journal of Money, Credit and Banking
(2002)
Analysis of a panel of UK macroeconomic forecasts,
David Harvey, Stephen Leybourne and Paul Newbold,
in Econometrics Journal
(2001)
Keywords: Cubic splines, Kalman filter and smoother, Kernels, Robustness, Structural time series model, Trend, Wiener–Kolmogorov filter.
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis,
Stephen J. Leybourne And Paul Newbold,
in Econometrics Journal
(2000)
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence,
David Harris, Stephen Leybourne and Brendan McCabe,
in Journal of Business & Economic Statistics
(2005)
Seasonal unit root tests with seasonal mean shifts,
David Harvey, Stephen Leybourne and Paul Newbold,
in Economics Letters
(2002)
Improving the accuracy of asset price bubble start and end date estimators,
David Harvey, Stephen Leybourne and Robert Sollis,
in Journal of Empirical Finance
(2017)
Keywords: Rational bubble; Explosive autoregression; Regime change; Break date estimation;
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993,
Paul Newbold, Stephen Leybourne and Mark Wohar,
in Journal of Economics and Business
(2001)
Can Economic Time Series Be Differenced to Stationarity?,
Stephen Leybourne, Brendan McCabe and Andrew Tremayne,
in Journal of Business & Economic Statistics
(1996)
Stochastic unit roots modelling of stock price indices,
Robert Sollis, Paul Newbold and Stephen Leybourne,
in Applied Financial Economics
(2000)
How great are the great ratios?,
David Harvey, Stephen Leybourne and Paul Newbold,
in Applied Economics
(2003)
Smooth Transitions and GDP Growth in the European Union,
David Greenaway, Stephen Leybourne and David Sapsford,
in Manchester School
(2000)
Tests for a Break in Level when the Order of Integration is Unknown,
David Harvey, Stephen Leybourne and Paul Newbold,
in Oxford Bulletin of Economics and Statistics
(2004)
A Parametric approach to testing the null of cointegration,
Brendan McCabe, Stephen Leybourne and Yongcheol Shin,
in Journal of Time Series Analysis
(1997)
Unit Roots and Asymmetric Smooth Transitions,
Robert Sollis, Stephen Leybourne and Paul Newbold,
in Journal of Time Series Analysis
(1999)
Testing for nonlinear deterministic components when the order of integration is unknown,
David Harvey, Stephen Leybourne and Lisa Xiao,
in Journal of Time Series Analysis
(2010)
Testing explosive bubbles with time-varying volatility,
David Harvey, Stephen Leybourne and Yang Zu,
in Econometric Reviews
(2019)
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION,
Fabrizio Iacone, Stephen Leybourne and Robert Taylor,
in Journal of Time Series Analysis
(2014)
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT,
Fabrizio Iacone, Stephen Leybourne and Robert Taylor,
in Econometric Theory
(2019)
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, School of Economics
(2006)
Keywords: Broken trend, power envelope, unit root, stationarity tests
Testing for a break in trend when the order of integration is unknown,
Fabrizio Iacone, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2013)
Keywords: Trend break; Fractional integration; Sup-Wald statistic;
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point,
D Harris, Stephen Leybourne and Robert Taylor,
from University of Essex, Essex Business School
(2016)
Keywords: Co-integration rank; vector autoregression; error-correction model; trend break; break point estimation; information criteria
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION,
David Harvey, Stephen Leybourne and Robert Taylor,
in Econometric Theory
(2009)
REJOINDER,
David Harvey, Stephen Leybourne and Robert Taylor,
in Econometric Theory
(2009)
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS,
David Harvey, Stephen Leybourne and Robert Taylor,
in Econometric Theory
(2009)
Modified Tests for a Change in Persistence,
Robert Taylor, Stephen Leybourne and David Harvey,
from Econometric Society
(2004)
Keywords: trend stationary, difference stationary, persistence change
Seasonal unit root tests and the role of initial conditions,
David Harvey, Stephen Leybourne and Robert Taylor,
in Econometrics Journal
(2008)
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null,
David Harvey, Stephen Leybourne and Robert Taylor,
in Computational Statistics & Data Analysis
(2014)
Keywords: Unit root test; Trend break; Minimum Dickey–Fuller test;
Robust methods for detecting multiple level breaks in autocorrelated time series,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2010)
Keywords: Level breaks Unit root Moving means Long run variance estimation Robust tests Breakpoint estimation
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330],
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2008)
A simple, robust and powerful test of the trend hypothesis,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2007)
Modified tests for a change in persistence,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2006)
Unit root testing under a local break in trend,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2012)
Keywords: Unit root test; Local trend break; Union of rejections; Adaptive critical values; Asymptotic local power;
Testing for unit roots in the presence of uncertainty over both the trend and initial condition,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2012)
Keywords: Unit root test; Trend uncertainty; Initial condition uncertainty; Asymptotic power; Union of rejections decision rule;
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2013)
Keywords: Unit root test; Multiple breaks in trend; Minimum Dickey–Fuller test; Local GLS detrending;
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point,
David Harris, Stephen Leybourne and Robert Taylor,
in Journal of Econometrics
(2016)
Keywords: Co-integration rank; Vector autoregression; Error-correction model; Trend break; Break point estimation; Information criteria;
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices,
David Harvey, Stephen Leybourne and Robert Taylor,
in Econometric Reviews
(2011)
On Robust Trend Function Hypothesis Testing,
David Harvey, Stephen Leybourne and Robert Taylor,
from Department of Economics, University of Birmingham
(2005)
Keywords: Wald tests; trend function hypotheses; unit root statistics
The impact of the initial condition on robust tests for a linear trend,
David Harvey, Stephen Leybourne and Robert Taylor,
in Journal of Time Series Analysis
(2010)
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function,
Robert Taylor and Stephen J. Leybourne,
in Manchester School
(1999)
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date,
David Harvey, Stephen Leybourne and Robert Taylor,
in Oxford Bulletin of Economics and Statistics
(2014)
Panel Stationarity Tests with Cross-sectional Dependence,
David Harris, Stephen Leybourne and Brendan McCabe,
from University Library of Munich, Germany
(2003)
Testing for Stochastic Cointegration and Evidence for Present Value Models,
Brendan McCabe, Stephen Leybourne and David Harris,
from University Library of Munich, Germany
(2003)
Testing the equality of prediction mean squared errors,
David Harvey, Stephen Leybourne and Paul Newbold,
in International Journal of Forecasting
(1997)
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble,
David Harvey, Stephen Leybourne and Robert Sollis,
in Journal of Financial Econometrics
(2015)
On Robust Trend Function Hypothesis Testing,
David Harvey, Stephen Leybourne and Robert Taylor,
in Studies in Nonlinear Dynamics & Econometrics
(2006)
A Powerful Test for Linearity When the Order of Integration is Unknown,
David Harvey, Stephen Leybourne and Xiao Bin,
in Studies in Nonlinear Dynamics & Econometrics
(2008)
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests,
Aristidou Chrystalleni, David Harvey and Stephen Leybourne,
in Journal of Time Series Econometrics
(2017)
Keywords: Unit root tests, stationary covariates, initial condition uncertainty, asymptotic power
A simple, robust and powerful test of the trend hypothesis,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2006)
Keywords: Linear trend; strong serial correlation; asymptotic normality; power enveloope; unit root tests; stationarity tests
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above],
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2007)
Keywords: Unit root test; trend uncertainty; initial condition; asymtotic power; union of rejections decision rule
A powerful test for linearity when the order of integration is unknown,
David Harvey, Stephen Leybourne and Bin Xiao,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2007)
Keywords: Nonlinearity testing; Wald tests; unit root tests; stationarity tests
Unit root testing in practice: dealing with uncertainty over the trend and initial condition,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2007)
Keywords: Unit root test; trend uncertainty; initial condition; asymptotic power; union of rejections decision rule
A powerful test for linearity when the order of integration is unknown,
David Harvey, Stephen Leybourne and Bin Xiao,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2007)
Keywords: Nonlinearity testing; Wald tests; unit root tests; stationarity tests
Seasonal unit root tests and the role of initial conditions,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2008)
Keywords: HEGY seasonal unit root tests; initial conditions; asymptotic local power; union of rejections decision rule
Testing for unit roots in the presence of uncertainty over both the trend and initial condition,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2008)
Keywords: Unit root tests; trend uncertainty; initial condition uncertainty; asymptotic power; union of rejections decision rule; trend tests
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices,
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2008)
Keywords: Unit root test; trend uncertainty; quadratic trends; asymptotic power; union of rejections decision rule
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above],
David Harvey, Stephen Leybourne and Robert Taylor,
from University of Nottingham, Granger Centre for Time Series Econometrics
(2009)
Keywords: Level breaks; unit root; moving means; long run variance estimation; robust tests; breakpoint estimation