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Number of items: 7. Astill, Sam and Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A.M. Robert (2018) Real-time monitoring for explosive financial bubbles. Journal of Time Series Analysis . ISSN 1467-9892 Gorgiev, Iliyan and Harvey, David I. and Leybourne, Stephen J. and Taylor, A.M. Robert (2018) Testing for parameter instability in predictive regression models. Journal of Econometrics, 204 (1). pp. 101-118. ISSN 0304-4076 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 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 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 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 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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