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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~person:"Taylor, Robert"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
18
Time series analysis
13
Zeitreihenanalyse
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Structural break
8
Strukturbruch
8
Einheitswurzeltest
7
Unit root test
7
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Regressionsanalyse
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Taylor, Robert
Phillips, Peter C. B.
55
Linton, Oliver
45
Lee, Lung-fei
37
Li, Qi
31
Chen, Songnian
29
Su, Liangjun
27
Baltagi, Badi H.
24
Gao, Jiti
24
Cai, Zongwu
21
Robinson, Peter M.
21
Andrews, Donald W. K.
20
White, Halbert
20
Fan, Yanqin
19
Chen, Xiaohong
18
Hsiao, Cheng
18
Newey, Whitney K.
17
Sun, Yixiao
17
Perron, Pierre
16
Florens, Jean-Pierre
15
Francq, Christian
15
Gouriéroux, Christian
15
Park, Joon Y.
15
Wooldridge, Jeffrey M.
15
Horowitz, Joel
14
Leybourne, Stephen James
14
Li, Degui
14
Otsu, Taisuke
14
Simar, Léopold
14
Hall, Alastair R.
13
Hansen, Bruce E.
13
Kristensen, Dennis
13
Magnus, Jan R.
13
Saikkonen, Pentti
13
Sun, Yiguo
13
Zakoïan, Jean-Michel
13
Chambers, Marcus J.
12
Guggenberger, Patrik
12
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12
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Journal of econometrics
Econometric reviews
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Queen's Economics Department working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Journal of empirical finance
1
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
10
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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