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Disambiguation of "Leybourne, Stephen"

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Unit root tests with a break in innovation variance

, , and . Journal of Econometrics, 109 (2): 365--387 (August 2002)

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Stephen Wagner

Stephen Stürzenbaum

Andreas Stephen

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Stephen Riedel

 

Other publications of authors with the same name

Examination of Some More Powerful Modifications of the Dickey-Fuller Test, , and . Journal of Time Series Analysis, 26 (3): 355--369 (121 05 2005)doi: 10.1111/j.1467-9892.2004.00406.x.Unit roots and smooth transitions, , and . Journal of Time Series Analysis, 19 (1): 83--97 (Jan 1, 1998)doi: 10.1111/1467-9892.00078.Seasonal Unit Root Tests Based on Forward and Reverse Estimation, and . Journal of Time Series Analysis, 24 (4): 441--460 (182 07 2003)doi: 10.1111/1467-9892.00315.Stochastic cointegration: estimation and inference, , and . Journal of Econometrics, 111 (2): 363--384 (December 2002)Testing the equality of prediction mean squared errors, , and . International Journal of Forecasting, 13 (2): 281--291 (June 1997)Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification, , and . Journal of Time Series Analysis, 25 (5): 755--764 (245 09 2004)doi: 10.1111/j.1467-9892.2004.02000.x.On the Size Properties of Phillips-Perron Tests, and . Journal of Time Series Analysis, 20 (1): 51--61 (Jan 1, 1999)doi: 10.1111/1467-9892.00125.Unit Roots and Asymmetric Smooth Transitions, , and . Journal of Time Series Analysis, 20 (6): 671--677 (305 11 1999)doi: 10.1111/1467-9892.00165.Unit root tests with a break in innovation variance, , and . Journal of Econometrics, 109 (2): 365--387 (August 2002)On tests for changes in persistence, and . Economics Letters, 84 (1): 107--115 (July 2004)