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subject:"Time series analysis"
~person:"Leybourne, Stephen James"
~subject:"Cointegration"
~subject:"Commodity exchange"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Cointegration
Commodity exchange
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
22
Structural break
9
Strukturbruch
9
Theorie
9
Theory
9
Einheitswurzeltest
6
Statistical test
6
Statistischer Test
6
Unit root test
6
Forecasting model
5
Prognoseverfahren
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Trend break
3
Autocorrelation
2
Autokorrelation
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Stationary
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1949-1985
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Estimation
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22
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Leybourne, Stephen James
Phillips, Peter C. B.
123
Gao, Jiti
80
Koopman, Siem Jan
54
Johansen, Søren
52
Lütkepohl, Helmut
45
Nielsen, Morten Ørregaard
43
Franses, Philip Hans
42
Teräsvirta, Timo
41
Pesaran, M. Hashem
36
Kapetanios, George
33
Koop, Gary
32
Linton, Oliver
31
Swanson, Norman R.
30
Harvey, Andrew C.
29
Taylor, Robert
28
Haldrup, Niels
27
Li, Degui
27
Rahbek, Anders
27
Robinson, Peter M.
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Perron, Pierre
26
Sibbertsen, Philipp
26
Lucas, André
25
Nielsen, Bent
25
Stock, James H.
25
Watson, Mark W.
25
Cavaliere, Giuseppe
24
Chambers, Marcus J.
24
Dong, Chaohua
24
Maravall Herrero, Agustín
24
Kristensen, Dennis
23
Peng, Bin
23
Brännäs, Kurt
21
Caporale, Guglielmo Maria
21
Hassler, Uwe
21
Gouriéroux, Christian
20
Granger, C. W. J.
20
Hendry, David F.
20
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Journal of econometrics
7
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
22
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1
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:
2
Improving the length of 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:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
3
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:
4
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:
5
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:
6
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
7
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:
8
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:
9
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:
10
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
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