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Stephen J. Leybourne | Researchclopedia

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Stephen J. Leybourne

University of Nottingham

201

Works

8,666

Citations

40

h-index

96

i10-index

Research Topics

Monetary Policy and Economic Impact Market Dynamics and Volatility Financial Risk and Volatility Modeling

Affiliations

University of Leeds1989–1989

Hudson Institute2023–2023

University of Nottingham1992–2025

University of Nottingham Malaysia Campus2018–2018

Durham University2002–2002

Top Works

Testing the equality of prediction mean squared errors

David I. Harvey,Stephen J. Leybourne,et al.

19971,949 citations

Complex Systems and Time Series Analysis

Statistical Methods and Inference

Tests for Forecast Encompassing

David I. Harvey,Stephen J. Leybourne,et al.

1998719 citations

Unit roots and smooth transitions

Stephen J. Leybourne,Paul Newbold,et al.

1998457 citations

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

L. Vanessa Smith,Stephen J. Leybourne,et al.

2004318 citations

A Consistent Test for a Unit Root

Stephen J. Leybourne,Brendan McCabe

1994256 citations

Spurious rejections by Dickey–Fuller tests in the presence of a break under the null

Stephen J. Leybourne,Terence C. Mills,et al.

1998253 citations

TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS

Stephen J. Leybourne

1995209 citations

Tests for Forecast Encompassing

David I. Harvey,Stephen J. Leybourne,et al.

1998194 citations

A Powerful Test for Linearity When the Order of Integration is Unknown

David I. Harvey,Stephen J. Leybourne,et al.

2008188 citations