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person:"Cuñado Eizaguirre, Juncal"
~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
47
Strukturbruch
47
Time series analysis
26
Zeitreihenanalyse
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
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United States
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Economic convergence
5
Wirtschaftliche Konvergenz
5
Cointegration
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Kointegration
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Prognoseverfahren
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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
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Autocorrelation
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Cuñado Eizaguirre, Juncal
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
Schorfheide, Frank
6
Kejriwal, Mohitosh
5
Parsaeian, Shahnaz
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
Ullah, Aman
4
Andrews, Isaiah
3
Chudik, Alexander
3
Ericsson, Neil R.
3
Granger, C. W. J.
3
Guo, Mengmeng
3
Hornik, Kurt
3
Hyung, Namwon
3
Johansen, Søren
3
Kapetanios, George
3
Kitagawa, Toru
3
Kruse, Robinson
3
Kurita, Takamitsu
3
Kurozumi, Eiji
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Journal of econometrics
6
Econometric theory
2
Economics letters
1
IIMB management review
1
The journal of prediction markets
1
Theoretical economics letters
1
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ECONIS (ZBW)
12
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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
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:
10
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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