Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble von Harvey, D. I., Leybourne, S. J., Sollis, R.

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TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY-FULLER REGRESSIONS von Leybourne, S. J.

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A Consistent Test for a Unit Root von Leybourne, S. J., McCabe, B. P. M.

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Spurious rejections by Dickey–Fuller tests in the presence of a break under the null von Leybourne, Stephen J, C. Mills, Terence, Newbold, Paul

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Spurious rejections by cointegration tests induced by structural breaks von Leybourne, Stephen J., Newbold, Paul

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A Consistent Test for a Unit Root von Leybourne, S. J., McCabe, B. P. M.

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Persistence change tests and shifting stable autoregressions von Leybourne, Stephen J., Taylor, A.M. Robert

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Testing for unit roots in the presence of uncertainty over both the trend and initial condition von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Can Economic Time Series Be Differenced to Stationarity? von Leybourne, S. J., McCabe, B. P. M., Tremayne, A. R.

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ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT von McCabe, B.P.M., Leybourne, S.J.

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Modified Stationarity Tests With Data-Dependent Model-Selection Rules von Leybourne, S. J., HcCabe, B. P. M.

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A simple, robust and powerful test of the trend hypothesis von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Testing for Parameter Variation in Non-Linear Regression Models von McCabe, B. P. M., Leybourne, S. J.

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How great are the great ratios? von Harvey, David I., Leybourne, Stephen J., Newbold, Paul

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Can Economic Time Series Be Differenced to Stationarity? von Leybourne, S. J., McCabe, B. P. M., Tremayne, A. R.

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A Simple Test for Cointegration von Leybourne, Stephen, McCabe, Brendan

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Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis von Leybourne, Stephen J, Mizen, Paul

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Modified Stationarity Tests with Data-Dependent Model-Selection Rules von Leybourne, S. J., McCabe, B. P. M.

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Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions von Leybourne, S. J.

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A simple test for parameter constancy in a nonlinear time series regression model von Leybourne, S.J., McCabe, B.P.M.

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