糖心原创

Contact

• workRoom B79 Sir Clive Granger Building
  University Park
  Nottingham
  NG7 2RD
  UK
• work0115 95 15478
• fax0115 95 14159
• steve.leybourne@nottingham.ac.uk

Biography

Steve has been at the School of Economics since 1989. His research interests are in the area of time series econometrics, with particular focus on testing in time-varying parameter models, unit root tests, stationarity tests and cointegration tests. He has published a large number of articles in refereed journals. These include Biometrika, Journal of the Royal Statistical Society, Journal of Business and Economic Statistics, Journal of Econometrics, Econometric Theory and The Journal of Money, Credit and Banking.

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Selected Publications

• HARRIS, D.A., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2016. Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point Journal of Econometrics. (In Press.)

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• ARISTIDOU, C., HARVEY, D.I. and LEYBOURNE, S.J., 2017. Journal of Time Series Econometrics. 9(1),
• ASTILL, SAM, HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2017. ECONOMETRIC REVIEWS. 36(6-9), 651-666
• IACONE, FABRIZIO, LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2017. JOURNAL OF TIME SERIES ECONOMETRICS. 9(1),
• HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and SOLLIS, ROBERT, 2017. JOURNAL OF EMPIRICAL FINANCE. 40, 121-138
• 2017. Forecast evaluation tests and negative long-run variance estimates in small samples. International Journal of Forecasting, 33 (4). pp. 833-847.
• 2017. Testing for a unit root against ESTAR stationarity Studies in Nonlinear Dynamics and Econometrics.
• 2017. Journal of Business and Economic Statistics. (In Press.)
• HARRIS, D.A., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2016. Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point Journal of Econometrics. (In Press.)
• HARVEY, D.I., LEYBOURNE, S.J., SOLLIS, R. and TAYLOR, A.M.R., 2016. Journal of Empirical Finance. 38, 548-574
• HARVEY, DAVID I. and LEYBOURNE, STEPHEN J., 2016. ECONOMICS LETTERS. 145, 239-245
• HARVEY, D.I, LEYBOURNE, S.J and SOLLIS, R., 2015. Journal of Financial Econometrics. 13, 166-187
• CAVALIERE, G., HARVEY, D.I, LEYBOURNE, S.J and TAYLOR, A.M.R., 2015. Journal of Time Series Analysis. 36, 603-629
• ASTILL, SAM, HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2015. Oxford Bulletin of Economics and Statistics. 77(6), 780-799
• HARVEY, DAVID I. and LEYBOURNE, STEPHEN J., 2015. Journal of Econometrics. 184(2), 262-279
• HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. Oxford Bulletin of Economics and Statistics. 76, 93-111
• HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. On infimum Dickey鈥揊uller unit root tests allowing for a trend break under the null Computational Statistics & Data Analysis. 78, 235-242
• HARVEY, D.I and LEYBOURNE, S.J, 2014. Economics Letters. 122, 64-68
• HARVEY, D.I and LEYBOURNE, S.J, 2014. Oxford Bulletin of Economics and Statistics. 76, 623-642
• ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. Journal of Empirical Finance. 29, 168-185 (In Press.)