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person:"Cuñado Eizaguirre, Juncal"
~person:"Leybourne, Stephen James"
~subject:"Interest rate"
~subject:"Schätztheorie"
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Search: subject_exact:"Structural change test"
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Interest rate
Schätztheorie
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39
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39
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24
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24
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18
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18
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Cuñado Eizaguirre, Juncal
Leybourne, Stephen James
Perron, Pierre
14
Taylor, Robert
13
Urga, Giovanni
13
Harvey, David I.
10
Banerjee, Anindya
9
Cheng, Xu
6
Hall, Alastair R.
6
Liao, Zhipeng
6
Nielsen, Bent
6
Oka, Tatsushi
6
Parsaeian, Shahnaz
6
Schorfheide, Frank
6
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5
Pesaran, M. Hashem
5
Sibbertsen, Philipp
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
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3
Barassi, Marco R.
3
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Chudik, Alexander
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3
Granger, C. W. J.
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Guo, Mengmeng
3
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
6
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:
7
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:
8
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:
9
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
10
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
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