S. Leybourne

Economics and Econometrics · 2000–2016

A researcher in the Science corpus: 22 papers; trusts 32 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 67 citations into it; #1,816 of 23,481 by trust here, #1,860 by citations
• Finance — 28 citations into it; #1,573 of 10,518 by trust here, #1,893 by citations
• Statistics and Probability — 18 citations into it; #2,380 of 12,932 by trust here, #2,800 by citations
• Management Science and Operations Research — 7 citations into it

Whom S. Leybourne trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Pierre Perron
2. Donald W. K. Andrews
3. Serena Ng
4. Alan M. Taylor
5. Peter C. B. Phillips
6. Jae-Young Kim
7. P. Pedroni
8. F. Busetti
9. Giuseppe Cavaliere
10. D. Harris

Who trusts S. Leybourne overall

1. David I. Harvey
2. Giuseppe Cavaliere
3. Pierre Perron
4. Alan M. Taylor
5. Ilhan Ozturk
6. Stephan Popp
7. Matei Demetrescu
8. Peter C. B. Phillips
9. Robert Sollis
10. Christoph Hanck

Papers from S. Leybourne's perspective

Ordered by how strongly the researchers S. Leybourne trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tests for Parameter Instability and Structural Change with Unknown Change Point
2. Computation and Analysis of Multiple Structural-Change Models
3. Structural breaks with deterministic and stochastic trends
4. GLS Detrending, Efficient Unit Root Tests and Structural Change
5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
6. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
7. Estimating deterministic trends with an integrated or stationary noise component
8. Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses
9. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
10. Bootstrap tests: how many bootstraps?

Their papers

• More powerful panel data unit root tests with an application to mean reversion in real exchange rates (2004) — 315 citations
• Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level (2001) — 59 citations
• Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005) — 100 citations
• Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis (2000) — 60 citations
• A simple, robust and powerful test of the trend hypothesis (2007) — 83 citations
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (2009) — 135 citations
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (2009) — 102 citations
• Unit root tests with a break in innovation variance (2002) — 142 citations
• Tests for explosive financial bubbles in the presence of non-stationary volatility☆ (2016) — 150 citations
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009) — 89 citations
• Tests for a change in persistence against the null of difference-stationarity (2003) — 96 citations
• SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (2003) — 50 citations
• Analysis of a panel of UK macroeconomic forecasts (2001) — 48 citations
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (2013) — 69 citations
• Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates (2002) — 127 citations
• Spurious rejections by cointegration tests induced by structural breaks (2003) — 167 citations
• CUSUM of Squares‐Based Tests for a Change in Persistence (2007) — 91 citations
• A Powerful Test for Linearity When the Order of Integration is Unknown (2007) — 192 citations
• TESTING FOR LONG MEMORY (2007) — 60 citations
• Modified tests for a change in persistence (2004) — 116 citations