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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
26
Time series analysis
18
Zeitreihenanalyse
18
Structural break
9
Strukturbruch
9
Theorie
8
Theory
8
Einheitswurzeltest
6
Unit root test
6
Statistical test
5
Statistischer Test
5
Forecasting model
3
Prognoseverfahren
3
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
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
Conditional distribution
1
Diebold-Mariano test
1
Error-correction model
1
Estimation
1
Explosive autoregression
1
Fixed regressor wild bootstrap
1
Forecast evaluation
1
Forecasting
1
Information criteria
1
Initial condition
1
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Undetermined
6
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Article
26
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Konferenzschrift
Article in journal
26
Arbeitspapier
3
Working Paper
3
Graue Literatur
1
Non-commercial literature
1
Language
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English
26
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
64
Li, Qi
59
Andrews, Donald W. K.
51
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Su, Liangjun
46
Ullah, Aman
46
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Lütkepohl, Helmut
34
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Hansen, Bruce E.
26
Imbens, Guido
26
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Journal of econometrics
8
Econometric theory
6
Economics letters
3
Journal of forecasting
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
26
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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
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
3
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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