//--> //--> //-->
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:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Johansen, Søren"
~person:"Leybourne, Stephen James"
~subject:"Autocorrelation"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Autocorrelation
Estimation theory
12
Schätztheorie
12
Zeitreihenanalyse
10
Structural break
6
Strukturbruch
6
Cointegration
3
Kointegration
3
Autokorrelation
2
Einheitswurzeltest
2
Regression analysis
2
Regressionsanalyse
2
Theorie
2
Theory
2
Trend break
2
Unit root test
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Break point estimation
1
Bubble models
1
Bubbles
1
Co-integration rank
1
Cointegration vectors
1
Common trends
1
Conditional distribution
1
Confidence sets
1
Error-correction model
1
Explosive processes
1
Fixed regressor wild bootstrap
1
Forecasting model
1
Information criteria
1
Level break
1
Local GLS detrending
1
Locally best invariant test
1
Minimum Dickey-Fuller test
1
Multiple breaks in trend
1
Parameter stability tests
1
Persistence
1
Prediction errors
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Johansen, Søren
Leybourne, Stephen James
Phillips, Peter C. B.
12
Lee, Lung-fei
9
Sun, Yixiao
9
Taylor, Robert
9
Linton, Oliver
8
Robinson, Peter M.
8
Davis, Richard A.
6
Li, Dong
6
Li, Jia
6
Todorov, Viktor
6
Xiao, Zhijie
6
Zhu, Ke
6
Andersen, Torben
5
Chen, Xiaohong
5
Kim, Donggyu
5
Li, Yingying
5
Müller, Ulrich K.
5
Sun, Yiguo
5
Tauchen, George Eugene
5
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Ng, Serena
4
Saikkonen, Pentti
4
Wang, Hansheng
4
Yao, Qiwei
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Giraitis, Liudas
3
more ...
less ...
Published in...
All
Journal of econometrics
Econometric theory
8
CREATES research paper
7
Discussion papers / Department of Economics, University of Copenhagen
7
EUI working paper / ECO
3
Econometrics : open access journal
3
Economics letters
3
Queen's Economics Department working paper
3
Advanced texts in econometrics
2
An Elgar reference collection
2
Economics discussion papers
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Contemporary economics
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
New directions in macromodelling
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Working paper
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
Saved in:
4
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:
5
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
6
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:
7
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:
8
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:
9
Likelihood analysis of seasonal cointegration
Johansen, Søren
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->