//--> //--> //-->
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
subject:"Zeitreihenanalyse"
language:"eng"
~person:"Maravall Herrero, Agustín"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation theory
57
Schätztheorie
57
Time series analysis
45
Theorie
32
Theory
32
Structural break
9
Strukturbruch
9
Saisonale Schwankungen
8
Seasonal variations
8
Einheitswurzeltest
6
Statistical test
6
Statistischer Test
6
Unit root test
6
Forecasting model
5
Prognoseverfahren
5
Software
4
Trend break
3
ARIMA
2
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
2
Metal market
2
Metallmarkt
2
Stationary
2
Unit root
2
1949-1985
1
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Commodity exchange
1
Commodity market
1
Conditional distribution
1
Diebold-Mariano test
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Book / Working Paper
25
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
22
Working Paper
22
Graue Literatur
20
Non-commercial literature
20
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Spanish
2
Author
All
Maravall Herrero, Agustín
Leybourne, Stephen James
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
32
Linton, Oliver
31
Koop, Gary
29
Swanson, Norman R.
29
Harvey, Andrew C.
28
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Perron, Pierre
24
Stock, James H.
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Cavaliere, Giuseppe
20
Hassler, Uwe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
Giraitis, Liudas
19
Gouriéroux, Christian
19
McAleer, Michael
19
more ...
less ...
Institution
All
European University Institute / Department of Economics
7
Published in...
All
Documentos de trabajo / Banco de España, Servicio de Estudios
10
EUI working paper / ECO
10
Journal of econometrics
8
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
EUI working papers
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
45
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Reliability of the automatic identification of ARIMA models in program TRAMO
Maravall Herrero, Agustín
;
López-Pavón, Roberto
; …
- In:
Empirical economic and financial research : theory, …
,
(pp. 105-122)
.
2015
Persistent link: https://www.econbiz.de/10010490152
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
Modified KPSS tests for near integration
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Econometric theory
23
(
2007
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10003429743
Saved in:
16
Recent developments in time series ; Vol. 1
Newbold, Paul
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001789132
Saved in:
17
Recent developments in time series ; Vol. 2
Newbold, Paul
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001789137
Saved in:
18
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
19
An application of tramo and seats : report for the "Seasonal Adjustment Research Appraisal" project
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001445660
Saved in:
20
Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor
-
1998
Persistent link: https://www.econbiz.de/10000995602
Saved in:
21
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
22
Missing observations in ARIMA models : skipping strategy versus additive outlier approach
Gómez, Víctor
;
Maravall Herrero, Agustín
;
Peña, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000953017
Saved in:
23
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
Saved in:
24
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000939379
Saved in:
25
Programs TRAMO and SEATS : instructions for the user
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1996
-
(Beta version: September 1996)
Persistent link: https://www.econbiz.de/10000946806
Saved in:
26
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
27
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
;
Mills, Terence C.
;
Newbold, Paul
-
1996
Persistent link: https://www.econbiz.de/10000949555
Saved in:
28
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
29
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
30
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
31
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
32
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
33
The excess co-movement of commodity prices revisited
Leybourne, Stephen James
;
Lloyd, Tim A.
;
Reed, Geoffrey V.
-
1993
Persistent link: https://www.econbiz.de/10000913458
Saved in:
34
Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001136552
Saved in:
35
A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James
- In:
Economics letters
38
(
1992
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
Saved in:
36
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
37
Stochastic linear trends : models and estimators
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419670
Saved in:
38
Estimation, prediction and interpolation for nonstationary series with the Kalman Filter
Gómez, Víctor
-
1992
Persistent link: https://www.econbiz.de/10013419674
Saved in:
39
Signal extraction in ARIMA time series : program SEATS
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419675
Saved in:
40
Time series regression with ARIMA noise and missing observations : program TRAM
Gómez, Víctor
-
1992
Persistent link: https://www.econbiz.de/10013419684
Saved in:
41
Missing observations, additive outliers and inverse autocorrelation function
Maravall Herrero, Agustín
-
1989
Persistent link: https://www.econbiz.de/10013394190
Saved in:
42
Two papers on Arima signal extraction
Maravall Herrero, Agustín
-
1988
Persistent link: https://www.econbiz.de/10000842225
Saved in:
43
Missing observations in time series and the "dual" autocorrelation function
Maravall Herrero, Agustín
;
Peña, Daniel
-
1988
Persistent link: https://www.econbiz.de/10000842227
Saved in:
44
The use of ARIMA models in unobserved components estimation : an application to Spanish monetary control
Maravall Herrero, Agustín
-
1987
Persistent link: https://www.econbiz.de/10000842051
Saved in:
45
On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín
-
1986
-
Rev. version
Persistent link: https://www.econbiz.de/10000842048
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->