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subject:"Sampling"
~person:"Harvey, David I."
~person:"Taylor, Robert"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Sampling
Time series analysis
Estimation theory
30
Schätztheorie
30
Zeitreihenanalyse
20
Structural break
11
Strukturbruch
11
Einheitswurzeltest
10
Unit root test
10
Forecasting model
7
Prognoseverfahren
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Regression analysis
5
Regressionsanalyse
5
Statistical test
5
Statistischer Test
5
Cointegration
4
Heteroscedasticity
4
Heteroskedastizität
4
Kointegration
4
Capital income
3
Endogeneity
3
Estimation
3
Fractional integration
3
Kapitaleinkommen
3
Predictive regression
3
Schätzung
3
Trend break
3
Volatility
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Volatilität
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(Un)conditional heteroskedasticity
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Adaptive estimation
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Autocorrelation
2
Autokorrelation
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Conditional sum-of-squares
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Confidence sets
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IVX estimation
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2
Maximum likelihood estimation
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Aufsatz in Zeitschrift
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English
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Harvey, David I.
Taylor, Robert
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Linton, Oliver
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Gao, Jiti
14
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Xiao, Zhijie
11
Baillie, Richard
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Zhu, Ke
10
Baltagi, Badi H.
9
Ghysels, Eric
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
McAleer, Michael
9
Nielsen, Morten Ørregaard
9
Westerlund, Joakim
9
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Li, Degui
8
Li, Qi
8
McElroy, Tucker
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
Boswijk, Herman Peter
7
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Journal of econometrics
10
Econometric theory
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
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)
20
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
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:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
9
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:
10
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:
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