Stephen Leybourne
Names
first:  Stephen 
last:  Leybourne 
Contact
email:  
homepage:  http://www.nottingham.ac.uk/%7Elezsl/main.htm 
phone:  +44 (0) 115 95 15478 
postal address:  School of Economics University of Nottingham Nottingham NG7 2RD UK 
Affiliations

University of Nottingham
→ School of Economics
 website
 location: Nottingham, United Kingdom
Research profile
author of:

Panel Stationarity Tests with Crosssectional Dependence
by David Harris & Steve Leybourne & Brendan McCabe 
On Unit Root Tests and the Initial Observation
by Steve Leybourne & David Harvey 
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY FULLER TEST
by Steve Leybourne & Paul Newbold & TaeHwan Kim 
Behaviour of DickeyFuller Unit Root Tests Under Trend Misspecification
by Steve Leybourne & TaeHwan Kim & Paul Newbold 
Testing for Stochastic Cointegration and Evidence for Present Value Models
by Brendan McCabe & Stephen Leybourne & David Harris 
A Consistent Test for a Unit Root.
by Leybourne, S. J. & McCabe, B. P. M. 
Can Economic Time Series Be Differenced to Stationarity?
by Leybourne, S. J. & McCabe, B. P. M. & Tremayne, A. R. 
Tests for Forecast Encompassing.
by Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul 
Modified Stationarity Tests with DataDependent ModelSelection Rules.
by Leybourne, S. J. & McCabe, B. P. M. 
Seasonal Unit Root Tests Based on Forward and Reverse Estimation
by STEPHEN LEYBOURNE & A. M. ROBERT TAYLOR 
Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function.
by Taylor, A. M. Robert & Leybourne, Stephen J. 
Smooth Transitions and GDP Growth in the European Union.
by Greenaway, David & Leybourne, Stephen & Sapsford, David 
Real Exchange Rate Dynamics Under The Current Float: A ReExamination
by Michael Bleaney & Stephen J. Leybourne 
A Simple Test for Cointegration.
by Leybourne, S. J. & McCabe, B. P. M. 
Testing for Unit Roots Using Forward and Reverse DickeyFuller Regressions.
by Leybourne, S. J. 
Spurious Rejections by Perron Tests in the Presence of a Break.
by Kim, TaeHwan & Leybourne, Stephen J. & Newbold, Paul 
Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level.
by Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul 
The behaviour of DickeyFuller and PhillipsPerron tests under the alternative hypothesis
by STEPHEN J. LEYBOURNE & PAUL NEWBOLD 
Behaviour of the standard and symmetric DickeyFullertype tests when there is a break under the null hypothesis
by STEPHEN J. LEYBOURNE AND PAUL NEWBOLD 
Analysis of a panel of UK macroeconomic forecasts
by DAVID I. HARVEY & STEPHEN J. LEYBOURNE & PAUL NEWBOLD 
Tests for a change in persistence against the null of differencestationarity
by Stephen Leybourne & TaeHwan Kim & Vanessa Smith & Paul Newbold 
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence.
by Crafts, N. F. R. & Leybourne, S. J. & Mills, Terence C. 
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates.
by Sollis, Robert & Leybourne, Stephen & Newbold, Paul 
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis.
by Greenaway, David & Leybourne, Stephen & Sapsford, David 
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem.
by Leybourne, S. J. & McCabe, B. P. M. 
Testing for Seasonal Unit Roots: a simple alternative to HEGY
by Robert Taylor & Stephen Leybourne 
Tests for an endofsample bubble in financial time series
by Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor 
TESTING FOR LONG MEMORY
by Harris, David & McCabe, Brendan & Leybourne, Stephen 
Testing the equality of prediction mean squared errors
by Harvey, David & Leybourne, Stephen & Newbold, Paul 
Unit root tests with a break in innovation variance
by Kim, TaeHwan & Leybourne, Stephen & Newbold, Paul 
Stochastic unit roots modelling of stock price indices
by Robert Sollis & Paul Newbold & Stephen Leybourne 
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORSâ€™ INTRODUCTION
by Leybourne, Stephen & Taylor, A. M. Robert 
Trendstationarity, differencestationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 18751993
by Newbold, Paul & Leybourne, Stephen & Wohar, Mark E. 
Some New Tests for a Change in Persistence
by Robert Taylor & Stephen Leybourne 
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
by Harris, David & McCabe, Brendan & Leybourne, Stephen 
Spurious rejections by cointegration tests induced by structural breaks
by Stephen Leybourne & Paul Newbold 
Stochastic cointegration: estimation and inference
by Harris, David & McCabe, Brendan & Leybourne, Stephen 
MODIFIED KPSS TESTS FOR NEAR INTEGRATION
by Harris, David & Leybourne, Stephen & McCabe, Brendan 
On tests for changes in persistence
by Leybourne, Stephen & Taylor, A. M. Robert 
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
by L. Vanessa Smith & Stephen Leybourne & TaeHwan Kim & Paul Newbold 
How great are the great ratios?
by David Harvey & Stephen Leybourne & Paul Newbold 
CUSUM of Squares‐Based Tests for a Change in Persistence
by Stephen Leybourne & Robert Taylor & Tae‐Hwan Kim 
Behaviour of DickeyFuller UnitRoot Tests Under Trend Misspecification
by TaeHwan Kim & Stephen Leybourne & Paul Newbold 
A RESIDUALBASED TEST FOR STOCHASTIC COINTEGRATION
by McCabe, Brendan & Leybourne, Stephen & Harris, David 
The impact of the initial condition on covariate augmented unit root tests
by Chrystalleni Aristidou & David Harvey & Stephen Leybourne 
Confidence sets for the date of a break in level and trend when the order of integration is unknown
by David Harvey & Stephen Leybourne 
Modified Tests for a Change in Persistence
by Robert Taylor & Stephen Leybourne & David Harvey 
Examination of Some More Powerful Modifications of the DickeyFuller Test
by Stephen Leybourne & TaeHwan Kim & Paul Newbold 
Detecting Multiple Changes in Persistence
by Leybourne Stephen & Kim TaeHwan & Taylor A. M. Robert 
Panel Stationarity Tests for Purchasing Power Parity With CrossSectional Dependence
by Harris, David & Leybourne, Stephen & McCabe, Brendan 
REJOINDER
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Robust tests for a linear trend with an application to equity indices
by Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
THE RESEARCH INTERESTS OF PAUL NEWBOLD
by Granger, Clive W. J. & Leybourne, Stephen J. 
Seasonal unit root tests with seasonal mean shifts
by Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul 
Testing for a unit root against ESTAR stationarity
by Harvey David I. & Leybourne Stephen J. & Whitehouse Emily J. 
Robust methods for detecting multiple level breaks in autocorrelated time series
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Testing for parameter instability in predictive regression models
by Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis
by Leybourne, Stephen J. & Mizen, Paul 
Spurious rejections by DickeyFuller tests in the presence of a break under the null
by Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul 
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Testing for nonlinear trends when the order of integration is unknown
by David I. Harvey & Stephen J. Leybourne & Lisa Xiao 
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Seasonal unit root tests and the role of initial conditions
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Power of a Unit‐Root Test and the Initial Condition
by David I. Harvey & Stephen J. Leybourne 
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Tests for a Break in Level when the Order of Integration is Unknown
by David I. Harvey & Stephen J. Leybourne & Paul Newbold 
Testing for time series linearity
by David I. Harvey & Stephen J. Leybourne 
Seasonal unit root tests and the role of initial conditions
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for a unit root in the presence of a possible break in trend
by David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for Unit Roots in the Presence of a Possible Break in Trend and NonStationary Volatility
by Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
by Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Regression‐based Tests for a Change in Persistence*
by Stephen J. Leybourne & Tae‐Hwan Kim & A. M. Robert Taylor 
U.S. and U.K. Interest Rates 1890  1934: New Evidence on Structural Breaks
by P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar 
Recursive RightTailed Unit Root Tests for an Explosive Asset Price Bubble
by David I. Harvey & Stephen J. Leybourne & Robert Sollis 
Testing for nonlinear deterministic components when the order of integration is unknown
by David I. Harvey & Stephen J. Leybourne & Lisa Xiao 
"Rockin' All Over The World": organisational improvisation lessons from the musicbased practitioner
by Stephen A. Leybourne & Peter Cook 
Robust and Powerful Tests for Nonlinear Deterministic Components
by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Robust methods for detecting multiple level breaks in autocorrelated time series
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Robust methods for detecting multiple level breaks in autocorrelated time series
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Testing for Parameter Instability in Predictive Regression Models
by Georgiev, I. & Harvey, DI & Leybourne, SJ & Taylor, AM 
Testing for Unit Roots Under Multiple Possible Trend Breaks and NonStationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics
by Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Unit root testing under a local break in trend
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Unit root testing under a local break in trend
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
On the behaviour of fixedb trend break tests under fractional integration
by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor 
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Panel root tests and the impact of initial observations
by David I. Harvey & Stephen J. Leybourne & Nikolaos D. Sakkas 
Preliminary design of the OWEL wave energy converter precommercial demonstrator
by Leybourne, Mark & Batten, William M. J. & Bahaj, AbuBakr S. & Minns, Ned & O'Nians, Jamie 
Trade Liberalisation and Growth
by David Greenaway & Steve Leybourne & David Sapsford 
Mean Reversion of Real Exchange Rates in HighInflation Countries
by Michael F. Bleaney & Stephen J. Leybourne & Paul Mizen 
On testing for unit roots and the initial observation
by David I. Harvey & Stephen J. Leybourne 
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests
by Aristidou Chrystalleni & Harvey David I. & Leybourne Stephen J. 
On Robust Trend Function Hypothesis Testing
by Harvey David I. & Leybourne Stephen J. & Taylor A. M. Robert 
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates
by Crafts, N. F. R. & Leybourne, S. J. & Mills, T. C. 
LOCAL ASYMPTOTIC POWER OF THE IMPESARANSHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D. 
Unit root testing under a local break in trend
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT
by McCabe, B. P. M. & Leybourne, S. J. 
Modified tests for a change in persistence
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Persistence change tests and shifting stable autoregressions
by Leybourne, Stephen J. & Taylor, A. M. Robert 
On Robust Trend Function Hypothesis Testing
by David Harvey & Stephen Leybourne & A. M. Robert Taylor 
Tests for an endofsample bubble in financial time series
by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
A simple, robust and powerful test of the trend hypothesis
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Tests of the Cointegration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point
by Harris, D. & Leybourne, SJ & Taylor, AMR 
Forecast evaluation tests and negative longrun variance estimates in small samples
by David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse 
Testing for a unit root against ESTAR stationarity
by David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse 
The impact of the initial condition on robust tests for a linear trend
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
Local asymptotic power of the ImPesaranShin panel unit root test and the impact of initial observations
by David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas 
The impact of the initial condition on robust tests for a linear trend
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
A powerful test for linearity when the order of integration is unknown
by David I. Harvey & Stephen J. Leybourne & Bin Xiao 
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES
by CRAFTS, N. F. R. & LEYBOURNE, S. J. & MILLS, T. C. 
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis.
by Stephen J. Leybourne & Paul Mizen 
Asymptotic meansquared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
by TaeHwan Kim & Stephen J. Leybourne & Paul Newbold 
Break date estimation for models with deterministic structural change
by David I. Harvey & Stephen J. Leybourne 
A FIXED b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor 
A Bootstrap Stationarity Test for Predictive Regression Invalidity
by Georgiev, I. & Harvey, DI & Leybourne, SJ & Taylor, AMR 
Break Date Estimation for Models with Deterministic Structural Change
by David I. Harvey & Stephen J. Leybourne 
A bootstrap stationarity test for predictive regression invalidity
by Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor 
A powerful test for linearity when the order of integration is unknown
by David I. Harvey & Stephen J. Leybourne & Bin Xiao 
A more powerful modification of Johansen's cointegration tests
by Steve Leybourne & TaeHwan Kim & Paul Newbold 
The excess comovement of commodity prices revisited
by Leybourne, S. Y. & Lloyd, T. A. & Reed, G. V. 
Improving the accuracy of asset price bubble start and end date estimators
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert 
Forecast evaluation tests and negative longrun variance estimates in small samples
by Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J. 
An infimum coefficient unit root test allowing for an unknown break in trend
by Harvey, David I. & Leybourne, Stephen J. 
Tests for explosive financial bubbles in the presence of nonstationary volatility
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A. M. Robert 
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
by Harvey, David I. & Leybourne, Stephen J. 
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
by Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
Testing for a break in trend when the order of integration is unknown
by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A. M. 
A Powerful Test for Linearity When the Order of Integration is Unknown
by Harvey David I. & Leybourne Stephen J. & Xiao Bin 
Tests of the cointegration rank in VAR models in the presence of a possible break in trend at an unknown point
by Harris, David & Leybourne, Stephen J. & Taylor, A. M. Robert 
Confidence sets for the date of a break in level and trend when the order of integration is unknown
by Harvey, David I. & Leybourne, Stephen J. 
Testing for a Change in Mean under Fractional Integration
by Iacone Fabrizio & Leybourne Stephen J. & Robert Taylor A. M. 
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 13021330]
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
A simple, robust and powerful test of the trend hypothesis
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A. M. Robert 
BEHAVIOR OF DICKEYâ€“FULLER tTESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
by Leybourne, Stephen J. & Newbold, Paul 
Asymptotic behaviour of tests for a unit root against an explosive alternative
by Harvey, David I. & Leybourne, Stephen J. 
A simple test for parameter constancy in a nonlinear time series regression model
by Leybourne, S. J. & McCabe, B. P. M. 
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES
by Crafts, N. F. R. & Leybourne, S. J. & Mills, T. C. 
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, AM Robert 
A Direct Test for Cointegration Between a Pair of Time Series
by STEPHEN J. LEYBOURNE & PAUL NEWBOLD & DIMITRIOS VOUGAS & TAE‐HWAN KIM 
A Parametric approach to testing the null of cointegration
by B. P. M. McCabe & S. J. Leybourne & Y. Shin 
Testing explosive bubbles with timevarying volatility
by David Harvey & Stephen Leybourne & Yang Zu 
Trends and Cycles in British Industrial Production, 1700–1913
by N. F. R. Crafts & S. J. Leybourne & T. C. Mills 
Unit roots and smooth transitions
by Stephen Leybourne & Paul Newbold & Dimitrios Vougas 
On the Size Properties of Phillips–Perron Tests
by Stephen Leybourne & Paul Newbold 
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A. M. Robert 
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction
by Stephen Leybourne & Robert Taylor 
Real‐Time Monitoring for Explosive Financial Bubbles
by Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor 
Unit Roots and Asymmetric Smooth Transitions
by Robert Sollis & Stephen Leybourne & Paul Newbold 
Testing explosive bubbles with timevarying volatility
by David I. Harvey & Stephen J. Leybourne & Yang Zu 
Detecting Regimes of Predictability in the U.S. Equity Premium
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, AM Robert
editor of:

Recent Developments in Time Series
edited by Paul Newbold & Stephen J. Leybourne