Stephen Leybourne : Citation Profile

Are you Stephen Leybourne?

University of Nottingham

28

H index

60

i10 index

4267

Citations

RESEARCH PRODUCTION:

106

Articles

48

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 137
   Journals where Stephen Leybourne has often published
   Relations with other researchers
   Recent citing documents: 283.    Total self citations: 67 (1.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple113
   Updated: 2023-11-04    RAS profile: 2020-02-04    
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Relations with other researchers

Works with:

Harvey, David (6)

Taylor, Robert (4)

Zu, Yang (2)

Zu, Yang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen Leybourne.

Is cited by:

GUPTA, RANGAN (90)

Skrobotov, Anton (63)

Rault, Christophe (50)

Taylor, Robert (48)

Kruse, Robinson (44)

Sibbertsen, Philipp (42)

Perron, Pierre (42)

Ghoshray, Atanu (38)

Otero, Jesus (38)

Rodrigues, Paulo (36)

Clark, Todd (36)

Cites to:

Perron, Pierre (117)

Taylor, Robert (78)

Harvey, David (63)

Vogelsang, Timothy (56)

Phillips, Peter (50)

Stock, James (48)

Elliott, Graham (39)

Andrews, Donald (37)

Watson, Mark (22)

Cavaliere, Giuseppe (19)

shin, yongcheol (17)

Main data

Where Stephen Leybourne has published?

Journals with more than one article published# docs
Journal of Time Series Analysis17
Econometric Theory15
Journal of Econometrics14
Oxford Bulletin of Economics and Statistics7
Economics Letters7
Econometrics Journal7
Journal of Business & Economic Statistics5
Studies in Nonlinear Dynamics & Econometrics4
Econometric Reviews3
Journal of Empirical Finance3
Applied Economics3
Journal of Applied Econometrics2
Journal of Time Series Econometrics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School5
Econometrics / University Library of Munich, Germany5

Recent works citing Stephen Leybourne (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022.

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2022.

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2022Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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2022WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471.

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2022On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2022Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456.

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. (2022). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2211.13002.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2023Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2022Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. (2022). Cetin, Guldenur ; Doganer, Ayca ; Tuna, Yusuf. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:173-187.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2023Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2022A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods. (2022). Ubilava, David. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:687-701.

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2022The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470.

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2022Impacts of relatively rational and irrational investor sentiment on realized volatility. (2022). Chen, Jihkuang ; Lai, Hungcheng ; Tseng, Tsengchan. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:458-478.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2022Inference in functional factor models with applications to yield curves. (2022). Horvath, Lajos ; Wang, Shixuan ; Vanderdoes, Jeremy ; Kokoszka, Piotr. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894.

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2023On the asymptotic behavior of bubble date estimators. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:359-373.

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2022A reappraisal of Katona’s adaptive theory of consumer behaviour using U.K. data. (2022). Hasan, Mohammad ; Gausden, Robert. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:122-143.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2022Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650.

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2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158.

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2023.

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2022Econometric Analysis of Asset Price Bubbles. (2022). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2331.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2022Remittances and Energy Consumption: APanel Data Analysis for MENA Countries. (2022). Ari, Ayse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-15.

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2023Pass-through of exchange rate shocks in Brazil as a small open economy. (2023). Feijo, Carmem Aparecida ; Cerqueira, Luiz Fernando ; de Assis, Thallis Macedo. In: Revista CEPAL. RePEc:ecr:col070:48973.

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2022Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850–2021. (2022). Prats, Mara A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2205.

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2022‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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2022A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. (2022). Yu, Hesheng ; The, Jesse ; Cao, Hua ; Zhang, Kefei. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101312x.

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2022Carbon price forecasting based on CEEMDAN and LSTM. (2022). Zhang, Changhong ; Huang, Zhehao ; Zhou, Feite. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2022On robust testing for trend. (2022). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000040.

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2022Understanding temporal aggregation effects on kurtosis in financial indices. (2022). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:25-46.

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2022Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113.

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2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2023Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2022Does economic growth stimulate energy consumption? The role of human capital and R&D expenditures in China. (2022). Vo, Xuan Vinh ; Shahbaz, Muhammad ; Ahmad, Shabbir ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005193.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2022Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286.

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2022Renewable energy stocks forecast using Twitter investor sentiment and deep learning. (2022). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004170.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2022Geopolitical risk and environmental degradation in BRICS: Aggregation bias and policy inference. (2022). Riti, Miriam-Kamah J ; Shu, Yang. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s030142152200235x.

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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2022Ensemble offshore Wind Turbine Power Curve modelling – An integration of Isolation Forest, fast Radial Basis Function Neural Network, and metaheuristic algorithm. (2022). Morrison, Rory ; Lin, ZI ; Liu, Xiaolei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025883.

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2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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2022Forecasting energy prices using a novel hybrid model with variational mode decomposition. (2022). Yu, Yuanyuan ; Tan, Bin ; Lu, Qin ; Lin, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002699.

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2022A short-term wind energy hybrid optimal prediction system with denoising and novel error correction technique. (2022). Zhang, Yagang ; Yu, Leyi ; Sun, Yiqian ; Feng, Changyou ; Wang, Fei ; Pan, Zhiya. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222012816.

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2023An optimized nonlinear time-varying grey Bernoulli model and its application in forecasting the stock and sales of electric vehicles. (2023). Wang, Junjie ; Yang, Yingjie ; Dang, Yaoguo ; Zhou, Huimin. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222027578.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2022Macroeconomic attention, economic policy uncertainty, and stock volatility predictability. (2022). Chevallier, Julien ; Huang, Dengshi ; Guo, Yangli ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002897.

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More than 100 citations found, this list is not complete...

Stephen Leybourne has edited the books:

YearTitleTypeCited

Works by Stephen Leybourne:

YearTitleTypeCited
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
1988ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRONS HYPOTHESES In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
1988ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRONS HYPOTHESES.(1988) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994A Consistent Test for a Unit Root. In: Journal of Business & Economic Statistics.
[Citation analysis]		article126
1996Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics.
[Citation analysis]		article66
1998Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article493
1999Modified Stationarity Tests with Data-Dependent Model-Selection Rules. In: Journal of Business & Economic Statistics.
[Citation analysis]		article27
2005Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article58
2005On Robust Trend Function Hypothesis Testing In: Discussion Papers.
[Citation analysis]		paper0
2006On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1989Trends and Cycles in British Industrial Production, 1700–1913 In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article3
1997A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
1998Unit roots and smooth transitions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article214
1999On the Size Properties of Phillips–Perron Tests In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1999Unit Roots and Asymmetric Smooth Transitions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
2002A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2003Seasonal Unit Root Tests Based on Forward and Reverse Estimation In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2004Asymptotic mean?squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2004Behaviour of Dickey–Fuller Unit?Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article12
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article42
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2006Power of a Unit?Root Test and the Initial Condition In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2007CUSUM of Squares?Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article44
2010The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
2009The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2014A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2015Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2018Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors Introduction In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2018Real?Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2003Real Exchange Rate Dynamics Under The Current Float: A Re–Examination In: Manchester School.
[Full Text][Citation analysis]		article8
1994A Simple Test for Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article14
1995Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article110
2004Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2006Regression?based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2014Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2014Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2013Break date estimation for models with deterministic structural change.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2015Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2017The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2016The impact of the initial condition on covariate augmented unit root tests.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Testing for a Change in Mean under Fractional Integration In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article3
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article54
2008A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article61
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
2018Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2017Testing for a unit root against ESTAR stationarity.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1998ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]		article4
2000BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS In: Econometric Theory.
[Full Text][Citation analysis]		article11
2003SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article22
2006A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article3
2007MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article8
2008TESTING FOR LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]		article18
2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory.
[Full Text][Citation analysis]		article64
2007Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2009REJOINDER In: Econometric Theory.
[Full Text][Citation analysis]		article1
2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory.
[Full Text][Citation analysis]		article64
2006Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2009SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]		article0
2009THE RESEARCH INTERESTS OF PAUL NEWBOLD In: Econometric Theory.
[Full Text][Citation analysis]		article0
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]		article34
2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2019TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT In: Econometric Theory.
[Full Text][Citation analysis]		article4
2017Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.(2017) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2004Some New Tests for a Change in Persistence In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2004Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper78
2006Modified tests for a change in persistence.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		article
2007Testing for time series linearity In: Econometrics Journal.
[Full Text][Citation analysis]		article51
2008Seasonal unit root tests and the role of initial conditions In: Econometrics Journal.
[Full Text][Citation analysis]		article1
2008Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1999The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis In: Econometrics Journal.
[Citation analysis]		article8
2000Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis In: Econometrics Journal.
[Citation analysis]		article21
2001Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal.
[Citation analysis]		article28
2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
[Full Text][Citation analysis]		article55
2005On testing for unit roots and the initial observation In: Econometrics Journal.
[Full Text][Citation analysis]		article17
2014On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2012An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters.
[Full Text][Citation analysis]		article5
2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters.
[Full Text][Citation analysis]		article0
1992A simple test for parameter constancy in a nonlinear time series regression model In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Seasonal unit root tests with seasonal mean shifts In: Economics Letters.
[Full Text][Citation analysis]		article27
2004On tests for changes in persistence In: Economics Letters.
[Full Text][Citation analysis]		article15
2006Persistence change tests and shifting stable autoregressions In: Economics Letters.
[Full Text][Citation analysis]		article5
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]		article78
2002Stochastic cointegration: estimation and inference In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2007A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2006A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2008Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330] In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2010Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2010Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2011Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2012Unit root testing under a local break in trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2010Unit root testing under a local break in trend.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2011Unit root testing under a local break in trend.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2013Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article38
2015Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2014Confidence sets for the date of a break in level and trend when the order of integration is unknown.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2016Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2016Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point.(2016) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 6		paper
2018Testing for parameter instability in predictive regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2018Testing for Parameter Instability in Predictive Regression Models.(2018) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 17		paper
1998Spurious rejections by Dickey-Fuller tests in the presence of a break under the null In: Journal of Econometrics.
[Full Text][Citation analysis]		article132
2014Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article74
2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
1990Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates In: Explorations in Economic History.
[Full Text][Citation analysis]		article7
1997Testing the equality of prediction mean squared errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1100
2017Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2017Forecast evaluation tests and negative long-run variance estimates in small samples.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 17		paper
2001Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 In: Journal of Economics and Business.
[Full Text][Citation analysis]		article14
1999Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2014Preliminary design of the OWEL wave energy converter pre-commercial demonstrator In: Renewable Energy.
[Full Text][Citation analysis]		article2
1994The excess comovement of commodity prices revisited In: World Development.
[Full Text][Citation analysis]		article27
2018A Bootstrap Stationarity Test for Predictive Regression Invalidity In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper2
2017A bootstrap stationarity test for predictive regression invalidity.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2015Rockin All Over The World: organisational improvisation lessons from the music-based practitioner In: International Journal of Management Concepts and Philosophy.
[Full Text][Citation analysis]		article0
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article164
1989The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article18
2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. In: Journal of Money, Credit and Banking.
[Citation analysis]		article84
1997Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis. In: Discussion Papers.
[Citation analysis]		paper5
2008Panel root tests and the impact of initial observations In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers.
[Full Text][Citation analysis]		paper17
2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews.
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This paper has another version. Agregated cites: 17		article
2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2009Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2011On the behaviour of fixed-b trend break tests under fractional integration In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Tests for an end-of-sample bubble in financial time series In: Discussion Papers.
[Full Text][Citation analysis]		paper11
2017Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2018Testing explosive bubbles with time-varying volatility In: Discussion Papers.
[Full Text][Citation analysis]		paper12
2019Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
1997Modeling Growth (and Liberalization) Using Smooth Transitions Analysis. In: Economic Inquiry.
[Citation analysis]		article11
2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article20
1989Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem. In: Empirical Economics.
[Citation analysis]		article1
2000Stochastic unit roots modelling of stock price indices In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2003How great are the great ratios? In: Applied Economics.
[Full Text][Citation analysis]		article23
2003Spurious rejections by cointegration tests induced by structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article81
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
[Full Text][Citation analysis]		article0
2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper7
2003Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics.
[Full Text][Citation analysis]		paper6
2003On Unit Root Tests and the Initial Observation In: Econometrics.
[Full Text][Citation analysis]		paper0
2003Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics.
[Full Text][Citation analysis]		paper8
1996Trade Liberalisation and Growth In: Working Papers.
[Citation analysis]		paper4
1995Testing for Seasonal Unit Roots: a simple alternative to HEGY In: Discussion Papers.
[Citation analysis]		paper1

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