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Disambiguation of "Leybourne, Stephen J."

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Persistence change tests and shifting stable autoregressions

, and . Economics Letters, 91 (1): 44--49 (April 2006)

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Stephen J Maxfield

Stephen J Hannahs

Stephen Novak

Stephen Wagner

Andreas Stephen

 

Other publications of authors with the same name

On infimum Dickey-Fuller unit root tests allowing for a trend break under the null., , and . Comput. Stat. Data Anal., (2014)Spurious rejections by Dickey-Fuller tests in the presence of a break under the null, , and . Journal of Econometrics, 87 (1): 191--203 (Aug 24, 1998)A Direct Test for Cointegration Between a Pair of Time Series, , , and . Journal of Time Series Analysis, 23 (2): 173--191 (60 03 2002)doi: 10.1111/1467-9892.00261.A simple, robust and powerful test of the trend hypothesis, , and . Journal of Econometrics, 141 (2): 1302--1330 (December 2007)Persistence change tests and shifting stable autoregressions, and . Economics Letters, 91 (1): 44--49 (April 2006)Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis, and . Journal of International Money and Finance, 18 (5): 799--816 (October 1999)Seasonal unit root tests with seasonal mean shifts, , and . Economics Letters, 76 (2): 295--302 (July 2002)Erratum to ``A simple, robust and powerful test of the trend hypothesis'' Journal of Econometrics 141(2) (2007) 1302-1330, , and . Journal of Econometrics, 143 (2): 396--397 (April 2008)Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis, and . Econometrics Journal, 3 (1): 1-15 (2000)available at http://ideas.repec.org/a/ect/emjrnl/v3y2000i1p1-15.html.Power of a Unit-Root Test and the Initial Condition, and . Journal of Time Series Analysis, 27 (5): 739--752 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00486.x.