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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Leybourne, Stephen James"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Wirkungsanalyse
Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Time series analysis
4
Statistical test
3
Statistischer Test
3
Structural break
3
Strukturbruch
3
Forecasting model
2
Prognoseverfahren
2
Trend break
2
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
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Cointegration
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Conditional distribution
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Confidence sets
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Diebold-Mariano test
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Error-correction model
1
Fixed regressor wild bootstrap
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Forecast evaluation
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Forecasting
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Information criteria
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Kointegration
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Level break
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Long-run variance estimation
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Parameter stability tests
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Predictive regression
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Ranking method
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Regression analysis
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Regressionsanalyse
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Leybourne, Stephen James
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Kapetanios, George
8
Zhu, Ke
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Omay, Tolga
7
Teräsvirta, Timo
7
Francq, Christian
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Peng, Liang
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Agiakloglou, Christos N.
5
Blasques, Francisco
5
Cavaliere, Giuseppe
5
Davis, Richard A.
5
Dong, Chaohua
5
Hill, Jonathan B.
5
Hong, Yongmiao
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
MacKinnon, James G.
5
Poskitt, Donald Stephen
5
Sbrana, Giacomo
5
Su, Liangjun
5
Sucarrat, Genaro
5
Sun, Yixiao
5
Tauchen, George Eugene
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Journal of econometrics
2
Econometric theory
1
Economics letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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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:
2
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:
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
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
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