//--> //--> //--> //-->
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
~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
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
Causality between energy and o...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Time series analysis
63
Zeitreihenanalyse
63
Theorie
31
Theory
31
Estimation theory
22
Einheitswurzeltest
21
Unit root test
21
Structural break
19
Strukturbruch
19
Statistical test
10
Statistischer Test
10
Estimation
8
Schätzung
8
Cointegration
7
Kointegration
7
Bubbles
6
Spekulationsblase
6
USA
6
United States
6
Explosive autoregression
5
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Correlation
4
Großbritannien
4
Korrelation
4
Share price
4
United Kingdom
4
Heteroscedasticity
3
Heteroskedastizität
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
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
18
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
1
Working Paper
1
Language
All
English
22
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
126
Gao, Jiti
81
Koopman, Siem Jan
55
Johansen, Søren
52
Lütkepohl, Helmut
46
Nielsen, Morten Ørregaard
45
Teräsvirta, Timo
43
Lechner, Michael
42
Franses, Philip Hans
41
Pesaran, M. Hashem
39
Kapetanios, George
36
Swanson, Norman R.
34
Koop, Gary
33
Linton, Oliver
33
Haldrup, Niels
29
Harvey, Andrew C.
29
Sibbertsen, Philipp
28
Taylor, Robert
28
Li, Degui
27
Rahbek, Anders
27
Robinson, Peter M.
27
Brännäs, Kurt
26
Chambers, Marcus J.
26
Engle, Robert F.
26
Nelson, Daniel B.
26
Perron, Pierre
26
Lucas, André
25
Nielsen, Bent
25
Stock, James H.
25
Watson, Mark W.
25
Cavaliere, Giuseppe
24
Dong, Chaohua
24
Frölich, Markus
24
Maravall Herrero, Agustín
24
Imbens, Guido
23
Kristensen, Dennis
23
Peng, Bin
23
Caporale, Guglielmo Maria
22
Wagner, Martin
22
more ...
less ...
Published in...
All
Journal of econometrics
7
Econometric theory
4
Economics letters
3
An Elgar reference collection
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
The excess co-movement of commodity prices revisited
Leybourne, Stephen James
;
Lloyd, Tim A.
;
Reed, Geoffrey V.
-
1993
Persistent link: https://www.econbiz.de/10000913458
Saved in:
3
Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001136552
Saved in:
4
A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James
- In:
Economics letters
38
(
1992
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
Saved in:
5
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
6
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->