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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Zeitreihenanalyse
ARCH-Modell
Estimation theory
32
Schätztheorie
32
Time series analysis
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
5
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
2
Stationary
2
Unit root
2
1949-1985
1
ARCH model
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
Error-correction model
1
Estimation
1
Explosive autoregression
1
Fixed regressor wild bootstrap
1
Forecast
1
Forecast evaluation
1
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Undetermined
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Article
19
Book / Working Paper
4
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Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
1
Working Paper
1
Language
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English
23
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
55
Johansen, Søren
44
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Linton, Oliver
41
Nielsen, Morten Ørregaard
39
Kapetanios, George
37
Engle, Robert F.
34
Zakoïan, Jean-Michel
32
Francq, Christian
31
Harvey, Andrew C.
30
Pesaran, M. Hashem
30
Koop, Gary
29
Swanson, Norman R.
29
Li, Degui
28
Rahbek, Anders
28
Sibbertsen, Philipp
27
Nelson, Daniel B.
26
Lucas, André
25
Robinson, Peter M.
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Bauwens, Luc
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Perron, Pierre
24
Haldrup, Niels
23
Härdle, Wolfgang
23
Kristensen, Dennis
23
McAleer, Michael
23
Brännäs, Kurt
22
Cavaliere, Giuseppe
22
Chambers, Marcus J.
22
Hassler, Uwe
22
Peng, Bin
22
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Journal of econometrics
7
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
Journal of forecasting
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
23
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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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