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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Harvey, David I."
~subject:"Induktive Statistik"
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Probability theory
Time series analysis
Induktive Statistik
Estimation theory
2
Schätztheorie
2
Zeitreihenanalyse
2
Asymptotic power
1
Confidence sets
1
Einheitswurzeltest
1
Explosive autoregression
1
Initial condition
1
Level break
1
Stationary
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Structural break
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Harvey, David I.
Gao, Jiti
30
Hyndman, Rob J.
13
Peng, Bin
13
Martin, Gael M.
9
Dong, Chaohua
8
Poskitt, Donald Stephen
8
Kohn, Robert
7
Hassler, Uwe
5
Linton, Oliver
5
Yan, Yayi
5
Canepa, Alessandra
4
Vahid, Farshid
4
Yang, Yanrong
4
Athanasopoulos, George
3
Cai, Biqing
3
Carter, Chris K.
3
Forbes, Catherine Scipione
3
Gonzalo, Jesús
3
Grose, Simone D.
3
Jentsch, Carsten
3
Koo, Bonsoo
3
Leybourne, Stephen James
3
Li, Degui
3
McCabe, Brendan Peter Martin
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Nadarajah, K.
3
Pan, Guangming
3
Pesaran, M. Hashem
3
Tjostheim, Dag
3
Tu, Yundong
3
Abeysinghe, Tilak
2
Bergmeir, Christoph
2
Cheng, Tingting
2
Curry, David J.
2
Dokumentov, Alexander
2
Frazier, David T.
2
Giles, David E. A.
2
Godfrey, L. G.
2
Haldrup, Niels
2
Hall, Alastair R.
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Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series
Journal of econometrics
4
CREATES Research Paper
1
Econometric theory
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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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
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2
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
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