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subject:"United States"
~person:"Leybourne, Stephen James"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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United States
Structural break
Time series analysis
63
Zeitreihenanalyse
63
Theorie
28
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28
Estimation theory
22
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22
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21
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21
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18
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10
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1972-1996
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Leybourne, Stephen James
Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
91
Gupta, Rangan
41
Pesaran, M. Hashem
40
Stock, James H.
37
Koopman, Siem Jan
31
Watson, Mark W.
31
Timmermann, Allan
28
Sibbertsen, Philipp
27
Kapetanios, George
25
Perron, Pierre
25
Franses, Philip Hans
24
Hendry, David F.
24
Chang, Tsangyao
22
Dijk, Dick van
21
Gil-Alana, Luis A.
21
Harvey, David I.
20
Miller, Stephen M.
20
Lanne, Markku
17
Piger, Jeremy Max
17
Taylor, Robert
17
Cuñado Eizaguirre, Juncal
16
Koop, Gary
15
Newbold, Paul
15
Potter, Simon M.
15
Dijk, Herman K. van
14
Enders, Walter
14
Kruse, Robinson
14
Pick, Andreas
14
Castle, Jennifer
13
Clements, Michael P.
13
Paap, Richard
13
Bauwens, Luc
12
Diebold, Francis X.
12
Engle, Robert F.
12
Kim, Chang-jin
12
Lucas, André
12
Ranjbar, Omid
12
Swanson, Norman R.
12
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1
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6
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3
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3
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2
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2
The econometrics journal
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ECONIS (ZBW)
23
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
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
Break date estimation for models with deterministic structural change
Harvey, David I.
;
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
Saved in:
6
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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
Simple, robust and powerful tests of the breaking trend hypothesis
Harvey, David I.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003389563
Saved in:
10
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
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