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person:"Cuñado Eizaguirre, Juncal"
~person:"Granger, C. W. J."
~person:"Kumar, Dilip"
~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
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Search: subject_exact:"Structural change test"
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Schätztheorie
Structural break
53
Strukturbruch
53
Time series analysis
27
Zeitreihenanalyse
27
Einheitswurzeltest
18
Unit root test
18
Theorie
16
Theory
16
Estimation theory
15
Estimation
13
Schätzung
13
USA
11
United States
11
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9
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Prognoseverfahren
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Autocorrelation
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Autokorrelation
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Cointegration
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Economic convergence
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Kointegration
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Wirtschaftliche Konvergenz
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Saisonkomponente
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Seasonal component
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Structural breaks
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Welt
4
World
4
structural breaks
4
Stochastic process
3
Stochastischer Prozess
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Trend break
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1928-1991
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Cuñado Eizaguirre, Juncal
Granger, C. W. J.
Kumar, Dilip
Leybourne, Stephen James
Perron, Pierre
14
Urga, Giovanni
13
Taylor, Robert
12
Banerjee, Anindya
9
Harvey, David I.
8
Cheng, Xu
6
Hall, Alastair R.
6
Liao, Zhipeng
6
Nielsen, Bent
6
Oka, Tatsushi
6
Parsaeian, Shahnaz
6
Schorfheide, Frank
6
Kejriwal, Mohitosh
5
Pesaran, M. Hashem
5
Yamamoto, Yohei
5
Boldea, Otilia
4
Eo, Yunjong
4
Gao, Jiti
4
Harris, David
4
Iacone, Fabrizio
4
Kao, Chihwa
4
Lee, Tae-hwy
4
Omay, Tolga
4
Skrobotov, Anton
4
Su, Liangjun
4
Ullah, Aman
4
Andrews, Isaiah
3
Chudik, Alexander
3
Ericsson, Neil R.
3
Guo, Mengmeng
3
Hornik, Kurt
3
Hyung, Namwon
3
Johansen, Søren
3
Kapetanios, George
3
Kitagawa, Toru
3
Kruse, Robinson
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Kurita, Takamitsu
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Journal of econometrics
6
Econometric theory
2
Annals of economics and finance
1
Discussion paper / Department of Economics, University of California San Diego
1
Economics letters
1
IIMB management review
1
Journal of empirical finance
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The journal of prediction markets
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ECONIS (ZBW)
15
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1
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
2
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
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
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
Saved in:
5
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:
6
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:
7
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:
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
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
10
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:
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