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Information about:
Stephen Leybourne

Personal Details | Affiliation | Works
This is information that was supplied by Stephen Leybourne in registering through RePEc. If you are Stephen Leybourne , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Stephen
Middle Name:
Last Name: Leybourne
Suffix:

RePEc Short-ID: ple113

Email:
Homepage: http://www.nottingham.ac.uk/%7Elezsl/main.htm
Postal Address: School of Economics University of Nottingham Nottingham NG7 2RD UK
Phone: +44 (0) 115 95 15478

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003. "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics 0311007, EconWPA. [Downloadable!]
    Published as:

  2. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, EconWPA. [Downloadable!]

  3. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, EconWPA. [Downloadable!]

  4. Steve Leybourne & David Harvey, 2003. "On Unit Root Tests and the Initial Observation," Econometrics 0311006, EconWPA. [Downloadable!]

  5. Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics 0311008, EconWPA. [Downloadable!]
    Published as:

Articles

  1. Stephen Leybourne & A. M. Robert Taylor, 2003. "Seasonal Unit Root Tests Based on Forward and Reverse Estimation," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(4), pages 441-460, 07. [Downloadable!] (restricted)

  2. Michael Bleaney & Stephen J. Leybourne, 2003. "Real Exchange Rate Dynamics Under The Current Float: A Re-Examination," Manchester School, University of Manchester, vol. 71(2), pages 156-171, 03. [Downloadable!] (restricted)

  3. Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold, 2003. "Tests for a change in persistence against the null of difference-stationarity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 291-311, December. [Downloadable!] (restricted)

  4. Sollis, Robert & Leybourne, Stephen & Newbold, Paul, 2002. "Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 686-700, August.

  5. Harvey, David I & Leybourne, Stephen J & Newbold, Paul, 2001. " Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(5), pages 559-75, December. [Downloadable!] (restricted)

  6. David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2001. "Analysis of a panel of UK macroeconomic forecasts," Econometrics Journal, Royal Economic Society, vol. 4(1), pages S37-S55.

  7. Greenaway, David & Leybourne, Stephen & Sapsford, David, 2000. "Smooth Transitions and GDP Growth in the European Union," Manchester School, University of Manchester, vol. 68(2), pages 145-65, March. [Downloadable!] (restricted)

  8. Kim, Tae-Hwan & Leybourne, Stephen J & Newbold, Paul, 2000. " Spurious Rejections by Perron Tests in the Presence of a Break," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(3), pages 433-44, July. [Downloadable!] (restricted)

  9. Stephen J. Leybourne And Paul Newbold, 2000. "Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 1-15.

  10. Sollis, Robert & Leybourne, Stephen J & Newbold, Paul, 2000. "Stochastic Unit Roots Modelling of Stock Price Indices," Applied Financial Economics, Taylor and Francis Journals, vol. 10(3), pages 311-15, June. [Downloadable!] (restricted)

  11. Leybourne, S J & McCabe, B P M, 1999. "Modified Stationarity Tests with Data-Dependent Model-Selection Rules," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 264-70, April.

  12. Taylor, A M Robert & Leybourne, Stephen J, 1999. "Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function," Manchester School, University of Manchester, vol. 67(3), pages 261-86, June. [Downloadable!] (restricted)

  13. Stephen J. Leybourne & Paul Newbold, 1999. "The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 92-106.

  14. Harvey, David I & Leybourne, Stephen J & Newbold, Paul, 1998. "Tests for Forecast Encompassing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 254-59, April.

  15. Greenaway, David & Leybourne, Stephen & Sapsford, David, 1997. "Modeling Growth (and Liberalization) Using Smooth Transitions Analysis," Economic Inquiry, Oxford University Press, vol. 35(4), pages 798-814, October.

  16. Leybourne, S J & McCabe, B P M & Tremayne, A R, 1996. "Can Economic Time Series Be Differenced to Stationarity?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 435-46, October.

  17. Leybourne, S J, 1995. "Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(4), pages 559-71, November.

  18. Leybourne, S J & McCabe, B P M, 1994. "A Consistent Test for a Unit Root," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 157-66, April.

  19. Leybourne, S J & McCabe, B P M, 1994. "A Simple Test for Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 97-103, February.

  20. Leybourne, Stephen James, 1994. "Testing for Unit Roots: A Simple Alternative to Dickey-Fuller," Applied Economics, Taylor and Francis Journals, vol. 26(7), pages 721-29, July.

  21. Leybourne, S J, 1993. "Empirical Performance of the AIDS Model: Constant-Coefficient versus Time-Varying-Coefficient Approaches," Applied Economics, Taylor and Francis Journals, vol. 25(4), pages 453-63, April.

  22. Leybourne, S J & McCabe, B P M, 1989. "Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem," Empirical Economics, Springer, vol. 14(2), pages 105-12.

  23. Crafts, N F R & Leybourne, S J & Mills, Terence C, 1989. "The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 103-17, April-Jun. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2003-11-23 2003-11-23 2003-11-23 2003-11-23 2003-11-30 Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2003-11-23 2003-11-23 2003-11-23 2003-11-23 2003-11-30 Author is listed
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This page was last updated on 2009-11-9.

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