Concepedia

Stephen J. Leybourne

SJ

Statistics

Publications

97

Citations

8.5K

H-Index

40

Active since

1989

Affiliations

University of Nottingham(Current)

University of Essex

The University of Melbourne

Loughborough University

University of British Columbia

Stephen J. Leybourne is an author at University of Nottingham specializing in econometrics, economics, and time series analysis.

Publications per year

1989–2023

97

Publications

97

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 2K citations

Natural Sciences, Mathematics, Machine Learning +7

Tests for Forecast Encompassing

David I. Harvey, Stephen J. Leybourne, Paul Newbold · Journal of Business and Economic Statistics · 1998 · 723 citations

Natural Sciences, Meteorology, Forecasting +11

Unit roots and smooth transitions

Stephen J. Leybourne, Paul Newbold, Dimitrios V. Vougas · Journal of Time Series Analysis · 1998 · 462 citations · Full text

Computing, Economics, Econometrics +15

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

L. Vanessa Smith, Stephen J. Leybourne, Tae‐Hwan Kim et al. · Journal of Applied Econometrics · 2004 · 318 citations

Social Sciences, Economics, Econometrics +14

A Consistent Test for a Unit Root

Stephen J. Leybourne, Brendan McCabe · Journal of Business and Economic Statistics · 1994 · 256 citations

Education, Educational Measurement, Method Validation +4

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