S
Stephen J. Leybourne
4 works on record
Works

Recent developments in time series
Randomized unit root processes for modelling and forecasting financial time series
Randomized unit root processes for modelling and forecasting financial time series
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
A smooth transition to convergence?
A smooth transition to convergence?