Stephen J. Leybourne

University of Nottingham

Professor

University Park

School of Economics

Nottingham NG7 2RD

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

784

SSRN CITATIONS
Rank 41,485

SSRN RANKINGS

Top 41,485

in Total Papers Citations

11

CROSSREF CITATIONS

12

Scholarly Papers (8)

1.

Testing for Long Memory

Number of pages: 30 Posted: 10 Oct 2006
David Harris, Brendan P.M. McCabe and Stephen J. Leybourne
University of Melbourne - Department of Economics, University of Liverpool - Management School (ULMS) and University of Nottingham
Downloads 263 (218,192)
Citation 2

Abstract:

Loading...

Short memory, long memory, fractional processes, asymptotic normality

2.

A Residual-Based Test for Stochastic Cointegration

Number of pages: 22 Posted: 14 Jun 2006
Brendan P.M. McCabe, Stephen J. Leybourne and David Harris
University of Liverpool - Management School (ULMS), University of Nottingham and University of Melbourne - Department of Economics
Downloads 170 (327,315)
Citation 1

Abstract:

Loading...

3.

Examination of Some More Powerful Modifications of the Dickey-Fuller Test

University of Nottingham Economics Discussion Paper No. 03/09
Number of pages: 31 Posted: 31 Aug 2003
Stephen J. Leybourne, Tae-Hwan Kim and Paul Newbold
University of Nottingham, University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 159 (346,572)
Citation 4

Abstract:

Loading...

Dickey-Fuller test, MAX test, weighted symmetric estimation, GLS detrending, power comparison

4.

Modified KPSS Tests for Near Integration

Number of pages: 7 Posted: 10 Oct 2006
David Harris, Stephen J. Leybourne and Brendan P.M. McCabe
University of Melbourne - Department of Economics, University of Nottingham and University of Liverpool - Management School (ULMS)
Downloads 110 (461,532)
Citation 1

Abstract:

Loading...

Unit root test, stationarity test, near integration

5.

Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility

CREATES Research Paper No. 2008-62
Number of pages: 44 Posted: 02 Dec 2008
University of Bologna - Department of Economics, University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics
Downloads 82 (559,226)
Citation 5

Abstract:

Loading...

Unit root tests, quasi difference de-trending, trend break, non-stationary volatility, wild bootstrap

6.

Panel Stationarity Tests for Purchasing Power Parity with Cross-Sectional Dependence

Journal of Business and Economic Statistics, Vol. 23, 2005
Posted: 14 Jun 2006
David Harris, Stephen J. Leybourne and Brendan P.M. McCabe
University of Melbourne - Department of Economics, University of Nottingham and University of Liverpool - Management School (ULMS)

Abstract:

Loading...

7.

Analysis of a Panel of UK Macroeconomic Forecasts

Posted: 07 Sep 2001
David I. Harvey, Stephen J. Leybourne and Paul Newbold
University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics

Abstract:

Loading...

Consensus forecasts, Forecast properties, Forecast revisions, Forecast efficiency, Survey data

8.

Smooth Transitions and GDP Growth in the European Union

Posted: 15 Mar 2001
David Greenaway, Stephen J. Leybourne and David Sapsford
University of Nottingham - School of Economics, University of Nottingham and University of Liverpool Management School (ULMS) - Economics Division

Abstract:

Loading...