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subject:"Deutschland"
subject:"Forecasting model"
~person:"Leybourne, Stephen James"
~person:"Sekhposyan, Tatevik"
~subject:"Inflation"
~subject:"Structural break"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
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Estimation theory
30
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30
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18
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18
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10
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8
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Leybourne, Stephen James
Sekhposyan, Tatevik
Taylor, Robert
12
Kumar, Dilip
11
Harvey, David I.
10
Perron, Pierre
9
Lütkepohl, Helmut
8
Baltagi, Badi H.
7
Cai, Zongwu
7
Demetrescu, Matei
7
Kapetanios, George
7
Swanson, Norman R.
7
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6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Wolters, Jürgen
6
Clements, Michael P.
5
Fosten, Jack
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Tu, Yundong
5
Ullah, Aman
5
West, Kenneth D.
5
Westerlund, Joakim
5
Winkelmann, Rainer
5
Zhang, Xinyu
5
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4
Bratu, Mihaela
4
Caporale, Guglielmo Maria
4
Chevillon, Guillaume
4
Clements, Adam
4
Corradi, Valentina
4
Harris, David
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Journal of econometrics
8
International journal of forecasting
3
Econometric theory
2
Economics letters
1
Journal of forecasting
1
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ECONIS (ZBW)
15
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1
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
Saved in:
2
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:
3
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:
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
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
8
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
Saved in:
9
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:
10
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
Saved in:
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