| Tests for an end-of-sample bubble in financial time series S Astill, DI Harvey, SJ Leybourne, AMR Taylor Econometric Reviews 36 (6-9), 651-666, 2017 | 34 | 2017 |
| Real‐time monitoring for explosive financial bubbles S Astill, DI Harvey, SJ Leybourne, R Sollis, AM Robert Taylor Journal of Time Series Analysis 39 (6), 863-891, 2018 | 23 | 2018 |
| CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility S Astill, DI Harvey, SJ Leybourne, AMR Taylor, Y Zu Journal of Financial Econometrics 21 (1), 187-227, 2023 | 13 | 2023 |
| Robust and powerful tests for nonlinear deterministic components S Astill, DI Harvey, SJ Leybourne, AMR Taylor Oxford Bulletin of Economics and Statistics 77 (6), 780-799, 2015 | 10 | 2015 |
| A bootstrap test for additive outliers in non‐stationary time series S Astill, DI Harvey, AM Robert Taylor Journal of Time Series Analysis 34 (4), 454-465, 2013 | 7 | 2013 |
| Using covariates to improve the efficacy of univariate bubble detection methods S Astill, AMR Taylor, N Kellard, I Korkos Journal of Empirical Finance 70, 342-366, 2023 | 6 | 2023 |
| Bonferroni type tests for return predictability and the initial condition S Astill, DI Harvey, SJ Leybourne, AMR Taylor Journal of Business & Economic Statistics 42 (2), 499-515, 2024 | 1 | 2024 |
| Bootstrap unit root testing for explosive behaviour using covariates I Korkos, S Astill, N Kellard, AMR Taylor Journal of Empirical Finance 70, 342-366, 2023 | 1 | 2023 |
| Robust tests for deterministic seasonality and seasonal mean shifts S Astill, AMR Taylor The Econometrics Journal 21 (3), 277-297, 2018 | 1 | 2018 |
| Robust tests for a linear trend with an application to equity indices S Astill, DI Harvey, SJ Leybourne, AMR Taylor Journal of Empirical Finance 29, 168-185, 2014 | | 2014 |
