Steve Leybourne
Steve Leybourne
Verified email at nottingham.ac.uk
Title
Cited by
Cited by
Year
Testing the equality of prediction mean squared errors
D Harvey, S Leybourne, P Newbold
International Journal of forecasting 13 (2), 281-291, 1997
15461997
Tests for forecast encompassing
DI Harvey, SJ Leybourne, P Newbold
Journal of Business & Economic Statistics 16 (2), 254-259, 1998
7611998
Unit roots and smooth transitions
S Leybourne, P Newbold, D Vougas
Journal of time series analysis 19 (1), 83-97, 1998
4121998
A consistent test for a unit root
SJ Leybourne, BPM McCabe
Journal of Business & Economic Statistics 12 (2), 157-166, 1994
3511994
Spurious rejections by Dickey–Fuller tests in the presence of a break under the null
SJ Leybourne, TC Mills, P Newbold
Journal of Econometrics 87 (1), 191-203, 1998
2511998
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
LV Smith, S Leybourne, TH Kim, P Newbold
Journal of Applied Econometrics 19 (2), 147-170, 2004
2472004
Testing for unit roots using forward and reverse Dickey-Fuller regressions
SJ Leybourne
Oxford Bulletin of Economics and Statistics 57 (4), 559-571, 1995
1991995
Spurious rejections by cointegration tests induced by structural breaks
SJ Leybourne, P Newbold
Applied economics 35 (9), 1117-1121, 2003
1802003
Patterns of European industrialisation: the nineteenth century
R Sylla, G Toniolo
Routledge, 1992
1551992
Can economic time series be differenced to stationarity?
SJ Leybourne, BPM McCabe, AR Tremayne
Journal of Business & Economic Statistics 14 (4), 435-446, 1996
1491996
Unit root tests with a break in innovation variance
TH Kim, S Leybourne, P Newbold
Journal of Econometrics 109 (2), 365-387, 2002
1452002
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
R Sollis, S Leybourne, P Newbold
Journal of Money, Credit and Banking, 686-700, 2002
1262002
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
DI Harvey, SJ Leybourne, AMR Taylor
Econometric theory 25 (3), 587-636, 2009
1192009
Tests for a change in persistence against the null of difference‐stationarity
S Leybourne, TH Kim, V Smith, P Newbold
The Econometrics Journal 6 (2), 291-311, 2003
1122003
A powerful test for linearity when the order of integration is unknown
DI Harvey, SJ Leybourne, B Xiao
Studies in Nonlinear Dynamics & Econometrics 12 (3), 2008
1112008
Trends and cycles in British industrial production, 1700–1913
NFR Crafts, SJ Leybourne, TC Mills
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 1989
1101989
Simple, robust, and powerful tests of the breaking trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory, 995-1029, 2009
1072009
Modified tests for a change in persistence
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 134 (2), 441-469, 2006
1052006
Panel stationarity tests for purchasing power parity with cross-sectional dependence
D Harris, S Leybourne, B McCabe
Journal of Business & Economic Statistics 23 (4), 395-409, 2005
942005
Tests for explosive financial bubbles in the presence of non-stationary volatility
DI Harvey, SJ Leybourne, R Sollis, AMR Taylor
Journal of Empirical Finance 38, 548-574, 2016
912016
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