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~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
~subject:"USA"
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Search: subject:"trend-cycle"
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Schätztheorie
USA
Time series analysis
63
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28
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22
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21
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Leybourne, Stephen James
Phillips, Peter C. B.
102
Gil-Alaña, Luis A.
86
Koopman, Siem Jan
79
Caporale, Guglielmo Maria
78
Gao, Jiti
76
Franses, Philip Hans
57
Stock, James H.
54
Watson, Mark W.
54
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47
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46
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44
Kapetanios, George
41
Pesaran, M. Hashem
40
Nielsen, Morten Ørregaard
38
Harvey, Andrew C.
37
Engle, Robert F.
35
Gupta, Rangan
35
Koop, Gary
35
Linton, Oliver
34
Lucas, André
34
Swanson, Norman R.
33
Perron, Pierre
28
Diebold, Francis X.
27
McAleer, Michael
27
Nelson, Daniel B.
27
Taylor, Robert
27
Härdle, Wolfgang
26
Maravall Herrero, Agustín
26
Sibbertsen, Philipp
26
Dijk, Herman K. van
24
Haldrup, Niels
24
Hassler, Uwe
24
Li, Degui
24
Robinson, Peter M.
24
Chambers, Marcus J.
23
Granger, C. W. J.
23
Nielsen, Bent
23
Dong, Chaohua
22
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22
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2
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
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 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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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