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subject:"Share price"
type_genre:"Article in journal"
~person:"Leybourne, Stephen James"
~subject:"Statistischer Test"
~type_genre:"Working Paper"
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Statistischer Test
Estimation theory
29
Schätztheorie
29
Time series analysis
19
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19
Structural break
9
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9
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9
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Leybourne, Stephen James
Phillips, Peter C. B.
27
Sentana, Enrique
26
Dufour, Jean-Marie
19
Pesaran, M. Hashem
18
Canay, Ivan A.
17
Shi, Xiaoxia
17
Cai, Zongwu
16
Amengual, Dante
15
Hsu, Yu-Chin
15
Fiorentini, Gabriele
14
Bugni, Federico A.
13
Kapetanios, George
13
Kleibergen, Frank
13
Sun, Yixiao
13
Andrews, Donald W. K.
12
Bera, Anil K.
12
Gao, Jiti
12
Li, Jia
12
Baltagi, Badi H.
11
Chernozhukov, Victor
11
Guggenberger, Patrik
11
Khalaf, Lynda
11
Teräsvirta, Timo
11
Escanciano, Juan Carlos
10
Horowitz, Joel
10
Linton, Oliver
10
McAleer, Michael
10
Perron, Pierre
10
Tauchen, George Eugene
10
Andrews, Isaiah
9
Breunig, Christoph
9
Fang, Ying
9
Hallin, Marc
9
Kao, Chihwa
9
Kitagawa, Toru
9
Kristensen, Dennis
9
Maheswaran, S.
9
Shaikh, Azeem M.
9
Su, Liangjun
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Econometric theory
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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International journal of forecasting
1
Journal of econometrics
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
6
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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
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
3
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:
4
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
Saved in:
5
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
6
Tests for forecast encompassing
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974765
Saved in:
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