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subject:"Deutschland"
subject:"Forecasting model"
~person:"Clark, Todd E."
~person:"Leybourne, Stephen James"
~subject:"Maximum likelihood estimation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Maximum likelihood estimation
Time series analysis
Estimation theory
31
Schätztheorie
31
Zeitreihenanalyse
19
Theorie
10
Theory
10
Structural break
9
Strukturbruch
9
Einheitswurzeltest
6
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
Unit root test
6
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Estimation
2
Level break
2
Schätzung
2
Stationary
2
Statistical theory
2
Statistische Methodenlehre
2
USA
2
Unit root
2
United States
2
VAR model
2
VAR-Modell
2
Volatility
2
Volatilität
2
1949-1985
1
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Bootstrap approach
1
Bootstrap-Verfahren
1
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Undetermined
7
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Article
25
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Aufsatz in Zeitschrift
Article in journal
25
Arbeitspapier
11
Working Paper
11
Graue Literatur
9
Non-commercial literature
9
Aufsatz im Buch
1
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1
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English
25
Author
All
Clark, Todd E.
Leybourne, Stephen James
Phillips, Peter C. B.
33
Lütkepohl, Helmut
21
Taylor, Robert
19
Lee, Lung-fei
18
Teräsvirta, Timo
18
Gao, Jiti
17
Linton, Oliver
16
Baillie, Richard
14
Baltagi, Badi H.
14
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Harvey, David I.
13
Hassler, Uwe
13
Hendry, David F.
13
Kumar, Dilip
13
Perron, Pierre
13
Robinson, Peter M.
13
Koop, Gary
12
Xiao, Zhijie
12
Zakoïan, Jean-Michel
12
Cai, Zongwu
11
Demetrescu, Matei
11
Francq, Christian
11
Kapetanios, George
11
Lucas, André
11
Pesaran, M. Hashem
11
Tauchen, George Eugene
11
Tsionas, Efthymios G.
11
Bauwens, Luc
10
Chan, Ngai Hang
10
Franses, Philip Hans
10
Koopman, Siem Jan
10
McAleer, Michael
10
Westerlund, Joakim
10
Zhu, Ke
10
Chen, Xiaohong
9
Hong, Yongmiao
9
Li, Jia
9
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Journal of econometrics
11
Econometric theory
4
Economics letters
3
Journal of forecasting
3
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
25
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25
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1
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
2
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
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
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
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
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
10
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
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