"Unit root tests for explosive financial bubbles in the presence of deterministic level shifts", Oxford Bulletin of Economics and Statistics, 2025, 87, 880-898 (with S. J. Leybourne, B. S. Tatlow and Y. Zu) doi.org/10.1111/obes.12668
"Testing for equal average forecast accuracy in possibly unstable environments", Journal of Business and Economic Statistics, 2025, 43, 643-656 (with S. J. Leybourne and Y. Zu) doi.org/10.1080/07350015.2024.2418835Â
"A new heteroskedasticity-robust test for explosive bubbles", Journal of Time Series Analysis, 2025, 46, 846-866 (with S. J. Leybourne, A. M. R. Taylor and Y. Zu) doi.org/10.1111/jtsa.12784
"Real-time monitoring procedures for early detection of bubbles", International Journal of Forecasting, 2025, 41, 1260-1277 (with E. J. Whitehouse and S. J. Leybourne) doi.org/10.1016/j.ijforecast.2024.12.005
"Bonferroni-type tests for return predictability with possibly trending predictors", Journal of Applied Econometrics, 2025, 40, 37-56 (with S. Astill, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1002/jae.3094
"Systemic risk in banking, fire sales, and macroeconomic disasters", Journal of Economic Dynamics and Control, 2024, 168, 104975 (with S. Bougheas, A. Kirman and D. Nelson) doi.org/10.1016/j.jedc.2024.104975
"Tests for equal forecast accuracy under heteroskedasticity", Journal of Applied Econometrics, 2024, 39, 850-869 (with S. J. Leybourne and Y. Zu) doi.org/10.1002/jae.3050
"Bonferroni type tests for return predictability and the initial condition", Journal of Business and Economic Statistics, 2024, 42, 499-515 (with S. Astill, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1080/07350015.2023.2201313
"Real-time monitoring of bubbles and crashes", Oxford Bulletin of Economics and Statistics, 2023, 85, 482-513 (with E. J. Whitehouse and S. J. Leybourne) doi.org/10.1111/obes.12540
"Estimation of the variance function in structural break autoregressive models with nonstationary and explosive segments", Journal of Time Series Analysis, 2023, 44, 181-205 (with S. J. Leybourne and Y. Zu) doi.org/10.1111/jtsa.12660
"CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility", Journal of Financial Econometrics, 2023, 21, 187-227 (with S. Astill, S. J. Leybourne, A. M. R. Taylor and Y. Zu) doi.org/10.1093/jjfinec/nbab009
"Testing for co-explosive behaviour in financial time series", Oxford Bulletin of Economics and Statistics, 2022, 84, 624-650 (with A. C. Evripidou, S. J. Leybourne and R. Sollis) doi.org/10.1111/obes.12487
"Real-time detection of regimes of predictability in the U.S. equity premium", Journal of Applied Econometrics, 2021, 36, 45-70 (with S. J. Leybourne, R. Sollis and A. M. R. Taylor) doi.org/10.1002/jae.2794
"Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility", Econometric Theory, 2020, 36, 122-169 (with S. J. Leybourne and Y. Zu) doi.org/10.1017/S0266466619000057
"A bootstrap test for predictive regression invalidity", Journal of Business and Economic Statistics, 2019, 37, 528-541 (with I. Georgiev, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1080/07350015.2017.1385467
"Real-time monitoring for explosive financial bubbles", Journal of Time Series Analysis, 2018, 39, 863-891 (with S. Astill, S. J. Leybourne, R. Sollis and A. M. R. Taylor) doi.org/10.1111/jtsa.12409
"Testing for parameter instability in predictive regression models", Journal of Econometrics, 2018, 204, 101-118 (with I. Georgiev, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.jeconom.2018.01.005
"Testing for a unit root against ESTAR stationarity", Studies in Nonlinear Dynamics and Econometrics, 2018, 22, Issue 1 (with S. J. Leybourne and E. J. Whitehouse) doi.org/10.1515/snde-2016-0076
"The resource curse, commodity prices and economic growth", in Global Commodity Markets and Development Economics, ed. S. Pfaffenzeller, Routledge, Oxford, 2018, pp. 30-63 (with N. M. Kellard, J. B. Madsen and M. E. Wohar)
"Systemic risk and macroeconomic fat tails", in The Economy as a Complex Spatial System - Macro, Meso and Micro Perspectives, Springer Proceedings in Complexity, eds. P. Commendatore, I. Kubin, S. Bougheas, A. Kirman, M. Kopel and G. I. Bischi, Springer International Publishing, 2018, pp. 119-136 (with S. Bougheas and A. Kirman) doi.org/10.1007/978-3-319-65627-4Â
"Tests for an end-of-sample bubble in financial time series", Econometric Reviews, 2017, 36, 651-666 (with S. Astill, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1080/07474938.2017.1307490
"Forecast evaluation tests and negative long-run variance estimates in small samples", International Journal of Forecasting, 2017, 33, 833-847 (with S. J. Leybourne and E. J. Whitehouse) doi.org/10.1016/j.ijforecast.2017.05.001
"Improving the accuracy of asset price bubble start and end date estimators", Journal of Empirical Finance, 2017, 40, 121-138 (with S. J. Leybourne and R. Sollis) doi.org/10.1016/j.jempfin.2016.11.001
"The impact of the initial condition on covariate augmented unit root tests", Journal of Time Series Econometrics, 2017, 9, Issue 1 (with C. Aristidou and S. J. Leybourne) doi.org/10.1515/jtse-2015-0013
"Long-run commodity prices, economic growth and interest rates: 17th century to the present day", World Development, 2017, 89, 57-70 (with N. M. Kellard, J. B. Madsen and M. E. Wohar) doi.org/10.1016/j.worlddev.2016.07.012
"Tests for explosive financial bubbles in the presence of non-stationary volatility", Journal of Empirical Finance, 2016, 38, 548-574 (with S. J. Leybourne, R. Sollis and A. M. R. Taylor) doi.org/10.1016/j.jempfin.2015.09.002
"Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown", Economics Letters, 2016, 145, 239-245 (with S. J. Leybourne) doi.org/10.1016/j.econlet.2016.06.015
"Robust and powerful tests for nonlinear deterministic components", Oxford Bulletin of Economics and Statistics, 2015, 77, 780-799 (with S. Astill, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1111/obes.12079
"Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics", Journal of Time Series Analysis, 2015, 36, 603-629 (with G. Cavaliere, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1111/jtsa.12067
"Recursive right-tailed unit root tests for an explosive asset price bubble", Journal of Financial Econometrics, 2015, 13, 166-187 (with S. J. Leybourne and R. Sollis) doi.org/10.1093/jjfinec/nbt025
"Confidence sets for the date of a break in level and trend when the order of integration is unknown", Journal of Econometrics, 2015, 184, 262-279 (with S. J. Leybourne) doi.org/10.1016/j.jeconom.2014.09.004
"Robust tests for a linear trend with an application to equity indices", Journal of Empirical Finance, 2014, 29, 168-185 (with S. Astill, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.jempfin.2014.02.004
"Break date estimation for models with deterministic structural change", Oxford Bulletin of Economics and Statistics, 2014, 76, 623-642 (with S. J. Leybourne) doi.org/10.1111/obes.12037
"On infimum Dickey-Fuller unit root tests allowing for a trend break under the null", Computational Statistics and Data Analysis, 2014, 78, 235-242 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.csda.2012.10.017
"Unit root testing under a local break in trend using partial information on the break date", Oxford Bulletin of Economics and Statistics, 2014, 76, 93-111 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1111/obes.12013
"Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics", Journal of Econometrics, 2013, 177, 265-284 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.jeconom.2013.04.012
"A bootstrap test for additive outliers in non-stationary time series", Journal of Time Series Analysis, 2013, 34, 454-465 (with S. Astill and A. M. R. Taylor) doi.org/10.1111/jtsa.12033
"Testing for unit roots in the presence of uncertainty over both the trend and initial condition", Journal of Econometrics, 2012, 169, 188-195 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.jeconom.2012.01.018
"Testing for unit roots in the presence of a possible break in trend and non-stationary volatility", Econometric Theory, 2011, 27, 957-991 (with G. Cavaliere, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1017/S0266466610000605
"Exchange rate regime verification: an alternative method of testing for regime changes", Economics Letters, 2011, 113, 96-98 (with A. H. Ahmad and E. J. Pentecost) doi.org/10.1016/j.econlet.2011.05.050
"Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices", Econometric Reviews, 2011, 30, 514-547 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1080/07474938.2011.553561
"Forecast encompassing tests and probability forecasts", Journal of Applied Econometrics, 2010, 25, 1028-1062 (with M. P. Clements) doi.org/10.1002/jae.1097
"Testing for nonlinear deterministic components when the order of integration is unknown", Journal of Time Series Analysis, 2010, 31, 379-391 (with S. J. Leybourne and L. Xiao) doi.org/10.1111/j.1467-9892.2010.00671.x
"Robust methods for detecting multiple level breaks in autocorrelated time series", Journal of Econometrics, 2010, 157, 342-358 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1016/j.jeconom.2010.02.003
"The impact of the initial condition on robust tests for a linear trend", Journal of Time Series Analysis, 2010, 31, 292-302 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1111/j.1467-9892.2010.00664.x
"Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations", Econometric Theory, 2010, 26, 311-324 (with D. Harris, S. J. Leybourne and N. D. Sakkas) doi.org/10.1017/S0266466609090768
"Testing for a unit root in the presence of a possible break in trend", Econometric Theory, 2009, 25, 1545-1588 (with D. Harris, S. J. Leybourne and A. M. R. Taylor) doi.org/10.1017/S0266466609990259
"Forecast combination and encompassing", in Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, eds. T. C. Mills and K. Patterson, Palgrave Macmillan, Basingstoke, 2009, pp. 169-198 (with M. P. Clements)
"Simple, robust and powerful tests of the breaking trend hypothesis", Econometric Theory, 2009, 25, 995-1029 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1017/S0266466608090385
"Rejoinder to commentaries on ‘Unit root testing in practice: dealing with uncertainty over the trend and initial condition’ [Econometric Theory, 2009, 25, 587-636]", Econometric Theory, 2009, 25, 658-667 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1017/S0266466608090245
"Unit root testing in practice: dealing with uncertainty over the trend and initial condition", Econometric Theory, 2009, 25, 587-636 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.1017/S026646660809018X
"A powerful test for linearity when the order of integration is unknown", Studies in Nonlinear Dynamics and Econometrics, 2008, 12, Issue 3, Article 2 (with S. J. Leybourne and B. Xiao) doi.org/10.2202/1558-3708.1582
"Sample size, lag order and critical values of seasonal unit root tests", Computational Statistics and Data Analysis, 2006, 50, 2734-2751 (with D. J. van Dijk) doi.org/10.1016/j.csda.2005.04.011
"On robust trend function hypothesis testing", Studies in Nonlinear Dynamics and Econometrics, 2006, 10, Issue 1, Article 1 (with S. J. Leybourne and A. M. R. Taylor) doi.org/10.2202/1558-3708.1303
"Tests for stationarity in series with endogenously determined structural change", Oxford Bulletin of Economics and Statistics, 2004, 66, 863-894 (with T. C. Mills) doi.org/10.1111/j.1468-0084.2004.105_1.x
"Tests for a break in level when the order of integration is unknown", Oxford Bulletin of Economics and Statistics, 2004, 66, 133-146 (with S. J. Leybourne and P. Newbold) doi.org/10.1046/j.0305-9049.2003.00084.x
"A note on Busetti-Harvey tests for stationarity in series with structural breaks", Journal of Time Series Analysis, 2003, 24, 159-164 (with T. C. Mills) doi.org/10.1111/1467-9892.00300
"Modelling trends in central England temperatures", Journal of Forecasting, 2003, 22, 35-47 (with T. C. Mills) doi.org/10.1002/for.857
"Forecast combination and encompassing", in A Companion to Economic Forecasting, eds. M. P. Clements and D. F. Hendry, Blackwell Publishers, Oxford, 2002, pp. 268-283 (with P. Newbold) doi.org/10.1002/9780470996430
"Innovational outlier unit root tests with an endogenously determined break in level", Oxford Bulletin of Economics and Statistics, 2001, 63, 559-575 (with S. J. Leybourne and P. Newbold) doi.org/10.1111/1468-0084.00235
"Modelling global temperature trends using cointegration and smooth transitions", Statistical Modelling, 2001, 1, 143-159 (with T. C. Mills) doi.org/10.1177/1471082X0100100204
"Analysis of a panel of UK macroeconomic forecasts", Econometrics Journal, 2001, 4, S37-S55 (with S. J. Leybourne and P. Newbold) doi.org/10.1111/1368-423X.00052
"Ranking competing multi-step forecasts" in Cointegration, Causality and Forecasting: A Festschrift in Honour of Clive W. J. Granger, eds. R. F. Engle and H. White, Oxford University Press, Oxford, 1999, pp. 91-101 (with S. J. Leybourne and P. Newbold) doi.org/10.1093/oso/9780198296836.001.0001
"Tests for forecast encompassing", Journal of Business and Economic Statistics, 1998, 16, 254-259 (with S. J. Leybourne and P. Newbold) doi.org/10.1080/07350015.1998.10524759 [Re-printed in Economic Forecasting (The International Library of Critical Writings in Economics: 108), ed. T. C. Mills, Edward Elgar, Cheltenham, 1999.]
"Testing the equality of prediction mean squared errors", International Journal of Forecasting, 1997, 13, 281-291 (with S. J. Leybourne and P. Newbold) doi.org/10.1016/S0169-2070(96)00719-4