Tests for explosive financial bubbles in the presence of non-stationary volatility von Harvey, David I., Leybourne, Stephen J., Sollis, Robert, Taylor, A.M. Robert

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Real‐Time Monitoring of Bubbles and Crashes von Whitehouse, Emily J., Harvey, David I., Leybourne, Stephen J.

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SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY von Harvey, David, Leybourne, Stephen J., Zu, Yang

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Improving the accuracy of asset price bubble start and end date estimators von Harvey, David I., Leybourne, Stephen J., Sollis, Robert

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Confidence sets for the date of a break in level and trend when the order of integration is unknown von Harvey, David I., Leybourne, Stephen J.

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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Real‐Time Monitoring for Explosive Financial Bubbles von Astill, Sam, Harvey, David I., Leybourne, Stephen J., Sollis, Robert, Robert Taylor, A. M.

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Tests for equal forecast accuracy under heteroskedasticity von Harvey, David I., Leybourne, Stephen J., Zu, Yang

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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments von Harvey, David I., Leybourne, Stephen J., Zu, Yang

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Robust and Powerful Tests for Nonlinear Deterministic Components von Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, A. M. Robert

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Testing explosive bubbles with time-varying volatility von Harvey, David I., Leybourne, Stephen J., Zu, Yang

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TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND von Harris, David, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Testing for Co‐explosive Behaviour in Financial Time Series von Evripidou, Andria C., Harvey, David I., Leybourne, Stephen J., Sollis, Robert

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Date-stamping multiple bubble regimes von Harvey, David I., Leybourne, Stephen J., Whitehouse, Emily J.

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Forecast evaluation tests and negative long-run variance estimates in small samples von Harvey, David I., Leybourne, Stephen J., Whitehouse, Emily J.

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Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates von Sollis, Robert, Leybourne, Stephen, Newbold, Paul

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Testing for parameter instability in predictive regression models von Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Simple tests for stock return predictability with good size and power properties von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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A Bootstrap Stationarity Test for Predictive Regression Invalidity von Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A. M. Robert

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