//--> //--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~person:"Leybourne, Stephen James"
~person:"Lütkepohl, Helmut"
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:"trend-cycle"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
11
Schätztheorie
11
Structural break
6
Strukturbruch
6
Theorie
5
Theory
5
Einheitswurzeltest
4
Unit root test
4
VAR model
3
VAR-Modell
3
Cointegration
2
Impulse responses
2
Kointegration
2
Trend break
2
00.12.1994
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap inference
1
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Confidence sets
1
Correlation
1
Deutschland
1
Dynamische Wirtschaftstheorie
1
EM algorithm
1
Economic dynamics
1
Error-correction model
1
Estimation
1
Geldnachfrage
1
Germany
1
Information criteria
1
Instrumental variable
1
Korrelation
1
Level break
1
Local GLS detrending
1
Locally best invariant test
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
15
Author
All
Leybourne, Stephen James
Lütkepohl, Helmut
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Franses, Philip Hans
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
McAleer, Michael
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Bollerslev, Tim
5
Boubaker, Heni
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Econometric theory
12
Economics letters
9
Discussion papers of interdisciplinary research project 373
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
EUI working paper / ECO
7
SFB 649 discussion paper
6
Oxford bulletin of economics and statistics
5
Applied economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CESifo working papers
4
DIW Berlin Discussion Paper
4
International journal of forecasting
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
An Elgar reference collection
3
Econometric reviews
3
Journal of economic dynamics & control
3
The econometrics journal
3
Themes in modern econometrics
3
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The international library of critical writings in econometrics
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
CREDIT research paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion papers in economics / School of Economics
1
Econometrics : open access journal
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
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:
3
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:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
5
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:
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
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
9
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:
10
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->