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person:"Cuñado Eizaguirre, Juncal"
~person:"Kumar, Dilip"
~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Structural change test"
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Schätztheorie
Zeitreihenanalyse
Structural break
47
Strukturbruch
47
Time series analysis
26
Einheitswurzeltest
18
Unit root test
18
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Estimation theory
12
Volatility
9
Volatilität
9
ARCH model
7
ARCH-Modell
7
USA
7
United States
7
Economic convergence
5
Wirtschaftliche Konvergenz
5
Cointegration
4
Forecasting model
4
Kointegration
4
Prognoseverfahren
4
Saisonkomponente
4
Seasonal component
4
Structural breaks
4
structural breaks
4
Capital income
3
Kapitaleinkommen
3
Stochastic process
3
Stochastischer Prozess
3
Trend break
3
Asymmetry
2
Ausreißer
2
Autocorrelation
2
Autokorrelation
2
Budget deficit
2
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Confidence sets
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Article
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English
31
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Cuñado Eizaguirre, Juncal
Kumar, Dilip
Leybourne, Stephen James
Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
41
Perron, Pierre
34
Pesaran, M. Hashem
27
Sibbertsen, Philipp
27
Hendry, David F.
21
Timmermann, Allan
21
Harvey, David I.
19
Taylor, Robert
17
Chang, Tsangyao
16
Kapetanios, George
16
Kruse, Robinson
15
Urga, Giovanni
14
Kejriwal, Mohitosh
13
Bauwens, Luc
12
Castle, Jennifer
12
Gil-Alana, Luis A.
12
Pick, Andreas
12
Banerjee, Anindya
11
Dijk, Dick van
11
Omay, Tolga
11
Kleiber, Christian
9
Koop, Gary
9
Narayan, Paresh Kumar
9
Newbold, Paul
9
Ranjbar, Omid
9
Yamamoto, Yohei
9
Gupta, Rangan
8
Hassler, Uwe
8
Hornik, Kurt
8
Krämer, Walter
8
Lee, Chien-chiang
8
Mills, Terence C.
8
Nielsen, Bent
8
Smyth, Russell
8
Wied, Dominik
8
Enders, Walter
7
Lee, Junsoo
7
Oka, Tatsushi
7
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Journal of econometrics
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Econometric theory
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Oxford bulletin of economics and statistics
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Canadian journal of agricultural economics : CJAE
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ECONIS (ZBW)
31
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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
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Break date estimation for models with deterministic structural change
Harvey, David I.
;
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
Saved in:
10
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
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