| Testing the equality of prediction mean squared errors D Harvey, S Leybourne, P Newbold International Journal of forecasting 13 (2), 281-291, 1997 | 2259 | 1997 |
| Tests for forecast encompassing DI Harvey, SJ Leybourne, P Newbold Journal of Business & Economic Statistics 16 (2), 254-259, 1998 | 936 | 1998 |
| Unit roots and smooth transitions S Leybourne, P Newbold, D Vougas Journal of time series analysis 19 (1), 83-97, 1998 | 574 | 1998 |
| More powerful panel data unit root tests with an application to mean reversion in real exchange rates LV Smith, S Leybourne, TH Kim, P Newbold Journal of Applied Econometrics 19 (2), 147-170, 2004 | 412 | 2004 |
| A consistent test for a unit root SJ Leybourne, BPM McCabe Journal of Business & Economic Statistics 12 (2), 157-166, 1994 | 398 | 1994 |
| Spurious rejections by Dickey–Fuller tests in the presence of a break under the null SJ Leybourne, TC Mills, P Newbold Journal of Econometrics 87 (1), 191-203, 1998 | 298 | 1998 |
| A powerful test for linearity when the order of integration is unknown DI Harvey, SJ Leybourne, B Xiao Studies in Nonlinear Dynamics & Econometrics 12 (3), 2008 | 258 | 2008 |
| Testing for unit roots using forward and reverse Dickey-Fuller regressions SJ Leybourne Oxford Bulletin of Economics and Statistics 57 (4), 559-571, 1995 | 249 | 1995 |
| Spurious rejections by cointegration tests induced by structural breaks SJ Leybourne, P Newbold Applied economics 35 (9), 1117-1121, 2003 | 218 | 2003 |
| Tests for explosive financial bubbles in the presence of non-stationary volatility DI Harvey, SJ Leybourne, R Sollis, AMR Taylor Journal of Empirical Finance 38, 548-574, 2016 | 185 | 2016 |
| Can economic time series be differenced to stationarity? SJ Leybourne, BPM McCabe, AR Tremayne Journal of Business & Economic Statistics 14 (4), 435-446, 1996 | 178 | 1996 |
| Testing for time series linearity DI Harvey, SJ Leybourne The Econometrics Journal 10 (1), 149-165, 2007 | 165 | 2007 |
| Unit root tests with a break in innovation variance TH Kim, S Leybourne, P Newbold Journal of Econometrics 109 (2), 365-387, 2002 | 162 | 2002 |
| Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates R Sollis, S Leybourne, P Newbold Journal of Money, Credit and Banking, 686-700, 2002 | 153 | 2002 |
| Unit root testing in practice: dealing with uncertainty over the trend and initial condition DI Harvey, SJ Leybourne, AMR Taylor Econometric theory 25 (3), 587-636, 2009 | 147 | 2009 |
| Modified tests for a change in persistence DI Harvey, SJ Leybourne, AMR Taylor Journal of Econometrics 134 (2), 441-469, 2006 | 129 | 2006 |
| Trends and cycles in British industrial production, 1700–1913 NFR Crafts, SJ Leybourne, TC Mills Journal of the Royal Statistical Society Series A: Statistics in Society 152 …, 1989 | 128 | 1989 |
| Simple, robust, and powerful tests of the breaking trend hypothesis DI Harvey, SJ Leybourne, AMR Taylor Econometric Theory 25 (4), 995-1029, 2009 | 125 | 2009 |
| Tests for a change in persistence against the null of difference‐stationarity S Leybourne, TH Kim, V Smith, P Newbold The Econometrics Journal 6 (2), 291-311, 2003 | 124 | 2003 |
| Examination of some more powerful modifications of the Dickey–Fuller test S Leybourne, TH Kim, P Newbold Journal of Time Series Analysis 26 (3), 355-369, 2005 | 113 | 2005 |
