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~person:"Taylor, Robert"
~subject:"Schätztheorie"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Search: subject_exact:"Strukturbruch"
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Schätztheorie
Unit root test
Structural break
16
Strukturbruch
16
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11
Zeitreihenanalyse
11
Einheitswurzeltest
9
Estimation theory
9
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Taylor, Robert
Chang, Tsangyao
18
Leybourne, Stephen James
18
Narayan, Paresh Kumar
15
Lee, Junsoo
14
Harvey, David I.
13
Perron, Pierre
12
Omay, Tolga
11
Ranjbar, Omid
9
Smyth, Russell
9
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8
Nazlıoğlu, Şaban
8
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7
Carrion i Silvestre, Josep Lluís
7
Hasanov, Mübariz
7
Montañés, Antonio
7
Strazicich, Mark
7
Chang, Hsu-Ling
6
Hooi Hooi Lean
6
Narayan, Seema
6
Su, Chi-Wei
6
Tiwari, Aviral Kumar
6
Gil-Alaña, Luis A.
5
Kim, Tae-hwan
5
Newbold, Paul
5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
Meng, Ming
4
Murthy, Vasudeva N. R.
4
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4
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Journal of econometrics
8
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
14
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1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
3
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:
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
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
6
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:
7
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:
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
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
10
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:
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