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Number of items: 18.

Article

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

Georgiev, Iliyan and Harvey, David I. and Leybourne, Stephen J. and Taylor, A.M. Robert (2017) A bootstrap stationarity test for predictive regression invalidity. Journal of Business and Economic Statistics . ISSN 1537-2707 (In Press)

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

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, 36 (6-9). pp. 651-666. ISSN 1532-4168

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

Harris, David and Leybourne, Stephen J. and Taylor, A.M. Robert (2016) Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Journal of Econometrics, 192 (24). pp. 451-467. ISSN 0304-4076

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 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

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

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 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

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

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 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

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. and Taylor, A.M. Robert (2014) On infimum Dickey–Fuller unit root tests allowing for a trend break under the null. Computational Statistics & Data Analysis, 78 . pp. 235-242. ISSN 1872-7352

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