Expand icon Search icon File icon file Download

Items where Author is "Leybourne, SJ"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 7.

Article

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Journal of Business and Economic Statistics, 37 (3). pp. 528-541. DOI https://doi.org/10.1080/07350015.2017.1385467

Iacone, F and Leybourne, SJ and Taylor, AMR (2017) Testing for a Change in Mean under Fractional Integration. Journal of Time Series Econometrics, 9 (1). DOI https://doi.org/10.1515/jtse-2015-0006

Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Journal of Econometrics, 192 (2). pp. 451-467. DOI https://doi.org/10.1016/j.jeconom.2016.02.010

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2015) Robust and Powerful Tests for Nonlinear Deterministic Components. Oxford Bulletin of Economics and Statistics, 77 (6). pp. 780-799. DOI https://doi.org/10.1111/obes.12079

Monograph

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.

This list was generated on Mon Jan 30 20:24:14 2023 GMT.