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~person:"Leybourne, Stephen James"
~subject:"Deutschland"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Trendmodell"
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Deutschland
Estimation theory
Stochastischer Prozess
Time series analysis
63
Zeitreihenanalyse
63
Theorie
28
Theory
28
Schätztheorie
22
Einheitswurzeltest
21
Unit root test
21
Structural break
18
Strukturbruch
18
Statistical test
10
Statistischer Test
10
Estimation
7
Schätzung
7
USA
6
United States
6
Bubbles
5
Spekulationsblase
5
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Explosive autoregression
4
Großbritannien
4
Share price
4
United Kingdom
4
Cointegration
3
Correlation
3
Kointegration
3
Korrelation
3
Trend break
3
Volatility
3
Volatilität
3
rational bubble
3
1972-1996
2
Confidence sets
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
G7 countries
2
G7-Staaten
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1
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English
24
Author
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Leybourne, Stephen James
Phillips, Peter C. B.
126
Gao, Jiti
95
Koopman, Siem Jan
82
Lütkepohl, Helmut
53
Franses, Philip Hans
47
Johansen, Søren
47
Caporale, Guglielmo Maria
39
Gil-Alaña, Luis A.
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Harvey, Andrew C.
37
McAleer, Michael
36
Härdle, Wolfgang
35
Taylor, Robert
35
Kapetanios, George
34
Koop, Gary
34
Lucas, André
33
Swanson, Norman R.
32
Linton, Oliver
31
Robinson, Peter M.
31
Chan, Joshua
29
Dong, Chaohua
28
Engle, Robert F.
28
Perron, Pierre
28
Pesaran, M. Hashem
28
Sibbertsen, Philipp
28
Blasques, Francisco
27
Hassler, Uwe
27
Breitung, Jörg
26
Chambers, Marcus J.
26
Nelson, Daniel B.
26
Nielsen, Bent
26
Stock, James H.
26
Haldrup, Niels
25
Maravall Herrero, Agustín
25
Proietti, Tommaso
25
Watson, Mark W.
25
Cavaliere, Giuseppe
24
Li, Degui
24
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Journal of econometrics
7
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
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 forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
24
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1
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
2
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:
3
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:
4
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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:
1
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