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Items where Author is "Leybourne, SJ"

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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. ISSN 0735-0015

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). ISSN 1941-1928

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. ISSN 0304-4076

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. ISSN 0305-9049

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 (Unpublished)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 (Unpublished)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.

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