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subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~person:"Watson, Mark W."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Kointegration
Estimation theory
44
Schätztheorie
44
Time series analysis
27
Theorie
14
Theory
14
Structural break
9
Strukturbruch
9
Einheitswurzeltest
7
Unit root test
7
Statistical test
6
Statistischer Test
6
Cointegration
4
USA
4
United States
4
Autocorrelation
3
Autokorrelation
3
Estimation
3
Forecasting model
3
HAC
3
Induktive Statistik
3
Prognoseverfahren
3
Schätzung
3
Statistical inference
3
Statistical theory
3
Statistische Methodenlehre
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Trend break
3
Confidence sets
2
Correlation
2
Factor analysis
2
Faktorenanalyse
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HAR
2
IV-Schätzung
2
Instrumental variables
2
Korrelation
2
Level break
2
Metal market
2
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2
Regression analysis
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English
27
Author
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Leybourne, Stephen James
Watson, Mark W.
Phillips, Peter C. B.
38
Taylor, Robert
20
Johansen, Søren
19
Teräsvirta, Timo
18
Harvey, Andrew C.
17
Linton, Oliver
17
Lütkepohl, Helmut
17
Chambers, Marcus J.
16
Gao, Jiti
16
Perron, Pierre
15
Hassler, Uwe
13
Kumar, Dilip
13
Robinson, Peter M.
13
Maheswaran, S.
12
Baillie, Richard
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Koop, Gary
11
Mills, Terence C.
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Chan, Ngai Hang
10
Engle, Robert F.
10
Li, Qi
10
Nielsen, Morten Ørregaard
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Westerlund, Joakim
10
Zhu, Ke
10
Bauwens, Luc
9
Cavaliere, Giuseppe
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Degui
9
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Journal of econometrics
8
Econometric theory
4
Economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics ; Volume 2
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
27
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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
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
3
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
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
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
10
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:
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