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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Leybourne, Stephen James"
~person:"Timmermann, Allan"
~subject:"Kaufkraftparität"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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Kaufkraftparität
Structural break
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
9
Schätztheorie
9
Strukturbruch
7
Forecasting model
5
Prognoseverfahren
5
Einheitswurzeltest
4
Theorie
4
Theory
4
Unit root test
4
VAR model
3
VAR-Modell
3
Forecasting
2
Trend break
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Asymptotic contraction mapping
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
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Bayesian VARs
1
Bayesian inference
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Confidence sets
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Correlation
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Economic forecast
1
Error-correction model
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Factor analysis
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Factor models
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Faktorenanalyse
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English
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Kapetanios, George
Leybourne, Stephen James
Timmermann, Allan
Taylor, Robert
6
Harvey, David I.
4
Castle, Jennifer
3
Hendry, David F.
3
Perron, Pierre
3
Harris, David
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Andersen, Torben
1
Baillie, Richard
1
Baltagi, Badi H.
1
Barnett, William A.
1
Bauwens, Luc
1
Boot, Tom
1
Carvalho, Carlos Viana de
1
Casini, Alessandro
1
Chauvet, Marcelle
1
Chen, Bin
1
Chen, Liang
1
Chong, Terence Tai-Leung
1
Davis, Richard A.
1
Dolado, Juan J.
1
Doornik, Jurgen A.
1
Du, Lingjie
1
Dufays, Arnaud
1
Elliott, Graham
1
Estrada, Francisco
1
Fawcett, Nicholas W. P.
1
Fengler, Matthias
1
Giraitis, Luidas
1
Gonzalo, Jesús
1
Gu, Jingping
1
Hancock, Stacey A.
1
Hsiao, Cheng
1
Huang, Liquan
1
Iacone, Fabrizio
1
Kao, Chihwa
1
Kew, Hsein
1
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Journal of econometrics
Oxford bulletin of economics and statistics
4
CESifo working papers
3
Econometric theory
3
International journal of forecasting
3
Working paper
3
Bank of England Working Paper
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Cambridge working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Economics letters
2
The econometrics journal
2
Working papers / Bank of England
2
Applied economics
1
CAMA Working Paper
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CAMA working paper series
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Cardiff economics working papers
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Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
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Discussion paper series / LSE Financial Markets Group
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Discussion papers in economics / School of Economics
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
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NBER working paper series
1
Nonlinear time series analysis of business cycles
1
Staff working papers / Bank of England
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The review of economic studies
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ECONIS (ZBW)
8
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8
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1
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:
2
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:
3
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:
4
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas
;
Kapetanios, George
;
Price, Simon
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Saved in:
5
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:
6
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
7
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:
8
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
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