Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Structural break"
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
Tests for Symmetric and Asymme...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Structural break
Theorie
122
Theory
122
Zeitreihenanalyse
113
Time series analysis
112
Einheitswurzeltest
68
Unit root test
68
Estimation theory
42
Schätztheorie
42
Strukturbruch
38
Estimation
29
Schätzung
29
Forecasting model
28
Prognoseverfahren
28
Statistical test
28
Statistischer Test
28
USA
22
United States
22
Großbritannien
16
United Kingdom
14
Cointegration
13
Kointegration
13
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Kaufkraftparität
11
Purchasing power parity
11
Regressionsanalyse
11
Share price
11
Bubbles
10
Regression analysis
10
Spekulationsblase
10
Welt
10
World
10
Volatility
9
Volatilität
9
Commodity price
7
Rohstoffpreis
7
Statistical theory
7
Statistische Methodenlehre
7
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
29
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
38
Author
All
Leybourne, Stephen James
31
Harvey, David I.
20
Newbold, Paul
16
Taylor, Robert
14
Iacone, Fabrizio
3
Kuan, Chung-ming
3
Nunes, Luis C.
3
Sollis, Robert
3
Cavaliere, Giuseppe
2
Harris, David
2
Kim, Tae-hwan
2
Marriott, John Arthur Ransome
1
Smith, Vanessa
1
Whitehouse, Emily J.
1
Wohar, Mark E.
1
more ...
less ...
Institution
All
Loughborough University / Department of Economics
2
Trinity College
1
Published in...
All
Journal of econometrics
8
Econometric theory
6
Economics letters
4
Oxford bulletin of economics and statistics
3
Economics discussion paper series / Loughborough University, Department of Economics
2
Journal of empirical finance
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
The econometrics journal
2
Applied economics
1
Applied financial economics
1
CREATES Research Paper
1
Discussion papers in economics / School of Economics
1
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Trinity economic papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
2
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001532194
Saved in:
3
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
4
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
5
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
Saved in:
6
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
7
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
8
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
9
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
10
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Economics letters
76
(
2002
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001691213
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
