//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Journal of empirical finance"
~person:"Chib, Siddhartha"
~person:"Leybourne, Stephen James"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Estimation theory
19
Time series analysis
9
Zeitreihenanalyse
9
Theorie
7
Theory
7
Structural break
6
Strukturbruch
6
Einheitswurzeltest
3
Unit root test
3
Autocorrelation
2
Autokorrelation
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
Trend break
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Conditional distribution
1
Confidence sets
1
Error-correction model
1
Experiment
1
Fixed regressor wild bootstrap
1
Forecasting model
1
Information criteria
1
Kointegration
1
Level break
1
Linear trend
1
Local GLS detrending
1
Locally best invariant test
1
Markov chain
1
Markov-Kette
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Chib, Siddhartha
Leybourne, Stephen James
Phillips, Peter C. B.
32
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Taylor, Robert
13
Fan, Yanqin
12
Gouriéroux, Christian
12
Andrews, Donald W. K.
11
Hsiao, Cheng
11
Kristensen, Dennis
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Zakoïan, Jean-Michel
9
Bai, Jushan
8
Lewbel, Arthur
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
more ...
less ...
Published in...
All
Journal of econometrics
Journal of empirical finance
Econometric theory
6
Economics letters
5
Discussion paper / Center for Economic Research, Tilburg University
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
An Elgar reference collection
2
Discussion paper / Department of Economics, University of Canterbury
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
FRB of Philadelphia Working Paper
2
Journal of forecasting
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Royal Statistical Society
1
Mathematical finance
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail
1
The review of economic studies
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
4
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
5
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
6
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
7
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
Saved in:
8
Additive cubic spline regression with Dirichlet process mixture errors
Chib, Siddhartha
;
Greenberg, Edward
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 322-336
Persistent link: https://www.econbiz.de/10008648811
Saved in:
9
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
10
Analysis of treatment response data from eligibility designs
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 465-478
Persistent link: https://www.econbiz.de/10003774682
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->