Number of items: **17**.

Harvey, David I. and Leybourne, Stephen J.
(2014)
*Asymptotic behaviour of tests for a unit root against an explosive alternative.*
Economics Letters, 122
(1).
pp. 64-68.
ISSN 0165-1765

Harvey, David I. and Leybourne, Stephen J.
(2014)
*Break date estimation for models with deterministic structural change.*
Oxford Bulletin of Economics and Statistics, 76
(5).
pp. 623-642.
ISSN 1468-0084

Harvey, David I. and Leybourne, Stephen J.
(2015)
*Confidence sets for the date of a break in level and trend when the order of integration is unknown.*
Journal of Econometrics, 184
(2).
pp. 262-279.
ISSN 0304-4076

Harvey, David I. and Leybourne, Stephen J. and Whitehouse, Emily J.
(2017)
*Forecast evaluation tests and negative long-run variance estimates in small samples.*
International Journal of Forecasting, 33
(4).
pp. 833-847.
ISSN 0169-2070

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert
(2016)
*Improving the accuracy of asset price bubble start and end date estimators.*
Journal of Empirical Finance
.
ISSN 1879-1727

Harvey, David I. and Leybourne, Stephen J.
(2016)
*Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown.*
Economics Letters, 145
.
pp. 239-245.
ISSN 0165-1765

Harvey, David I. and Kellard, Neil M. and Madsen, Jakob B. and Wohar, Mark E.
(2016)
*Long-run commodity prices, economic growth and interest rates: 17th century to the present day.*
World Development, 89
.
pp. 57-70.
ISSN 0305-750X

Harvey, David I. and Leybourne, Stephen J. and Taylor, A.M. Robert
(2014)
*On infimum Dickeyâ€“Fuller unit root tests allowing for a trend break under the null.*
Computational Statistics & Data Analysis, 78
.
pp. 235-242.
ISSN 1872-7352

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert
(2015)
*Recursive right-tailed unit root tests for an explosive asset price bubble.*
Journal of Financial Econometrics, 13
(1).
pp. 166-187.
ISSN 1479-8417

Astill, Sam and Harvey, David I. and Leybourne, Stephen J. and Taylor, A. M. Robert
(2014)
*Robust and powerful tests for nonlinear deterministic components.*
Oxford Bulletin of Economics and Statistics, 77
(6).
pp. 780-799.
ISSN 1468-0084

Astill, Sam and Harvey, David I. and Leybourne, Stephen J. and Taylor, A.M. Robert
(2014)
*Robust tests for a linear trend with an application to equity indices.*
Journal of Empirical Finance, 29
.
pp. 168-185.
ISSN 1879-1727

Harvey, David I. and Leybourne, Stephen J. and Whitehouse, Emily J.
(2017)
*Testing for a unit root against ESTAR stationarity.*
Studies in Nonlinear Dynamics and Econometrics
.
ISSN 1558-3708
(In Press)

Cavaliere, Giuseppe and Harvey, David I. and Leybourne, Stephen J. and Robert Taylor, A.M.
(2015)
*Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics.*
Journal of Time Series Analysis, 36
(5).
pp. 603-629.
ISSN 1467-9892

Astill, Sam and Harvey, David I. and Leybourne, Stephen J. and Taylor, Robert
(2017)
*Tests for an end-of-sample bubble in financial time series.*
Econometric Reviews
.
ISSN 1532-4168
(In Press)

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A.M. Robert
(2015)
*Tests for explosive financial bubbles in the presence of non-stationary volatility.*
Journal of Empirical Finance, 38
(B).
pp. 548-574.
ISSN 1879-1727

Aristidou, Chrystalleni and Harvey, David I. and Leybourne, Stephen J.
(2016)
*The impact of the initial condition on covariate augmented unit root tests.*
Journal of Time Series Econometrics
.
ISSN 1941-1928

Harvey, David I. and Leybourne, Stephen J. and Robert Taylor, A.M.
(2014)
*Unit root testing under a local break in trend using partial information on the break date*.*
Oxford Bulletin of Economics and Statistics, 76
(1).
pp. 93-111.
ISSN 1468-0084

This list was generated on **Sun Jun 25 17:04:20 2017 UTC**.