//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Cuñado Eizaguirre, Juncal"
~person:"Kurozumi, Eiji"
~person:"Leybourne, Stephen James"
~subject:"Schätztheorie"
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
Search: subject_exact:"Structural change test"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Structural break
53
Strukturbruch
53
Time series analysis
30
Zeitreihenanalyse
30
Einheitswurzeltest
20
Unit root test
20
Theorie
19
Theory
19
Estimation theory
12
Statistical test
11
Statistischer Test
11
Cointegration
10
Estimation
10
Kointegration
10
Schätzung
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
USA
7
United States
7
Economic convergence
5
Wirtschaftliche Konvergenz
5
Economic indicator
4
Oil price
4
Russia
4
Russland
4
Saisonkomponente
4
Seasonal component
4
Stochastic process
4
Stochastischer Prozess
4
Wirtschaftsindikator
4
Ölpreis
4
Average power
3
Break fraction
3
Coverage rate
3
Hypothesis test
3
Trend break
3
structural breaks
3
Autocorrelation
2
Autokorrelation
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
12
Author
All
Cuñado Eizaguirre, Juncal
Kurozumi, Eiji
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
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
Kumar, Dilip
3
Kurita, Takamitsu
3
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric theory
2
Journal of time series econometrics
2
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Economics letters
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
-
2023
Persistent link: https://www.econbiz.de/10014426316
Saved in:
2
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
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
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:
5
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:
6
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:
7
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->