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Details about Stephen Leybourne

E-mail:
Homepage:http://www.nottingham.ac.uk/%7Elezsl/main.htm
Phone:+44 (0) 115 95 15478
Postal address:School of Economics University of Nottingham Nottingham NG7 2RD UK
Workplace:School of Economics, University of Nottingham, (more information at EDIRC)

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Short-id: ple113


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Working Papers

2003

  1. Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
    Econometrics, EconWPA Downloads View citations (3)
  2. EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST
    Econometrics, EconWPA Downloads View citations (11)
  3. On Unit Root Tests and the Initial Observation
    Econometrics, EconWPA Downloads
  4. Panel Stationarity Tests with Cross-sectional Dependence
    Econometrics, EconWPA Downloads View citations (6)
  5. Testing for Stochastic Cointegration and Evidence for Present Value Models
    Econometrics, EconWPA Downloads View citations (5)

Journal Articles

2003

  1. Real Exchange Rate Dynamics Under The Current Float: A Re-Examination
    Manchester School, 2003, 71, (2), 156-171 Downloads View citations (7)
  2. Seasonal Unit Root Tests Based on Forward and Reverse Estimation
    Journal of Time Series Analysis, 2003, 24, (4), 441-460 Downloads View citations (2)
  3. Tests for a change in persistence against the null of difference-stationarity
    Econometrics Journal, 2003, 6, (2), 291-311 Downloads View citations (40)

2002

  1. Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates
    Journal of Money, Credit and Banking, 2002, 34, (3), 686-700 View citations (56)

2001

  1. Analysis of a panel of UK macroeconomic forecasts
    Econometrics Journal, 2001, 4, (1), S37-S55 View citations (22)
  2. Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
    Oxford Bulletin of Economics and Statistics, 2001, 63, (5), 559-75 Downloads View citations (14)

2000

  1. Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
    Econometrics Journal, 2000, 3, (1), 1-15 View citations (11)
  2. Smooth Transitions and GDP Growth in the European Union
    Manchester School, 2000, 68, (2), 145-65 Downloads View citations (6)
  3. Spurious Rejections by Perron Tests in the Presence of a Break
    Oxford Bulletin of Economics and Statistics, 2000, 62, (3), 433-44 Downloads View citations (13)

1999

  1. Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function
    Manchester School, 1999, 67, (3), 261-86 Downloads View citations (1)
  2. Modified Stationarity Tests with Data-Dependent Model-Selection Rules
    Journal of Business & Economic Statistics, 1999, 17, (2), 264-70 View citations (18)
  3. The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis
    Econometrics Journal, 1999, 2, (1), 92-106 View citations (7)

1998

  1. Tests for Forecast Encompassing
    Journal of Business & Economic Statistics, 1998, 16, (2), 254-59 View citations (328)

1997

  1. Modeling Growth (and Liberalization) Using Smooth Transitions Analysis
    Economic Inquiry, 1997, 35, (4), 798-814 View citations (5)

1996

  1. Can Economic Time Series Be Differenced to Stationarity?
    Journal of Business & Economic Statistics, 1996, 14, (4), 435-46 View citations (41)

1995

  1. Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions
    Oxford Bulletin of Economics and Statistics, 1995, 57, (4), 559-71 View citations (79)

1994

  1. A Consistent Test for a Unit Root
    Journal of Business & Economic Statistics, 1994, 12, (2), 157-66 View citations (102)
  2. A Simple Test for Cointegration
    Oxford Bulletin of Economics and Statistics, 1994, 56, (1), 97-103 View citations (13)

1989

  1. Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem
    Empirical Economics, 1989, 14, (2), 105-12 View citations (1)
  2. The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence
    Journal of Applied Econometrics, 1989, 4, (2), 103-17 Downloads View citations (10)
 
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