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Stephen Leybourne

Global rank #1853 97%

Institution: University of Nottingham

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.nottingham.ac.uk/%7Elezsl/main.htm

First Publication: 1990

Most Recent: 2019

RePEc ID: ple113 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.17 1.34 0.00 4.19
All Time 0.00 9.55 20.44 0.00 44.07

Publication Statistics

Raw Publications 51
Coauthorship-Adjusted Count 39.21

Publications (51)

Year Article Journal Tier Authors
2019 TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT Econometric Theory B 3
2018 Testing for parameter instability in predictive regression models Journal of Econometrics A 4
2017 Forecast evaluation tests and negative long-run variance estimates in small samples International Journal of Forecasting B 3
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 C 2
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 A 3
2015 Robust and Powerful Tests for Nonlinear Deterministic Components Oxford Bulletin of Economics and Statistics B 4
2015 Confidence sets for the date of a break in level and trend when the order of integration is unknown Journal of Econometrics A 2
2014 Asymptotic behaviour of tests for a unit root against an explosive alternative Economics Letters C 2
2014 Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date Oxford Bulletin of Economics and Statistics B 3
2014 Break Date Estimation for Models with Deterministic Structural Change Oxford Bulletin of Economics and Statistics B 2
2013 Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics Journal of Econometrics A 3
2013 Testing for a break in trend when the order of integration is unknown Journal of Econometrics A 3
2012 An infimum coefficient unit root test allowing for an unknown break in trend Economics Letters C 2
2012 Unit root testing under a local break in trend Journal of Econometrics A 3
2012 Testing for unit roots in the presence of uncertainty over both the trend and initial condition Journal of Econometrics A 3
2011 TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY Econometric Theory B 4
2010 LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS Econometric Theory B 4
2010 Robust methods for detecting multiple level breaks in autocorrelated time series Journal of Econometrics A 3
2009 THE RESEARCH INTERESTS OF PAUL NEWBOLD Econometric Theory B 2
2009 REJOINDER Econometric Theory B 3
2009 TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND Econometric Theory B 4
2009 SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS Econometric Theory B 3
2009 UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION Econometric Theory B 3
2009 SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION Econometric Theory B 2
2008 Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] Journal of Econometrics A 3
2008 TESTING FOR LONG MEMORY Econometric Theory B 3
2008 A more powerful modification of Johansen's cointegration tests Applied Economics C 3
2007 A simple, robust and powerful test of the trend hypothesis Journal of Econometrics A 3
2007 MODIFIED KPSS TESTS FOR NEAR INTEGRATION Econometric Theory B 3
2006 Modified tests for a change in persistence Journal of Econometrics A 3
2006 A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION Econometric Theory B 3
2006 Regression‐based Tests for a Change in Persistence* Oxford Bulletin of Economics and Statistics B 3
2006 Persistence change tests and shifting stable autoregressions Economics Letters C 2
2004 Tests for a Break in Level when the Order of Integration is Unknown Oxford Bulletin of Economics and Statistics B 3
2004 On tests for changes in persistence Economics Letters C 2
2003 How great are the great ratios? Applied Economics C 3
2003 SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE Econometric Theory B 3
2003 Spurious rejections by cointegration tests induced by structural breaks Applied Economics C 2
2002 Seasonal unit root tests with seasonal mean shifts Economics Letters C 3
2002 Stochastic cointegration: estimation and inference Journal of Econometrics A 3
2002 Unit root tests with a break in innovation variance Journal of Econometrics A 3
2000 BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS Econometric Theory B 2
1999 Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis Journal of International Money and Finance B 2
1998 Spurious rejections by Dickey-Fuller tests in the presence of a break under the null Journal of Econometrics A 3
1998 ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT Econometric Theory B 2
1997 Testing the equality of prediction mean squared errors International Journal of Forecasting B 3
1995 Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions. Oxford Bulletin of Economics and Statistics B 1
1994 A Simple Test for Cointegration. Oxford Bulletin of Economics and Statistics B 2
1994 The excess comovement of commodity prices revisited World Development B 3
1992 A simple test for parameter constancy in a nonlinear time series regression model Economics Letters C 2
1990 Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates Explorations in Economic History B 3