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Steve Leybourne

Professor of Econometrics, Faculty of Social Sciences

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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.

Professor Leybourne's complete cv can be downloaded here in pdf format. Steve's Facewall page.

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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