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subject:"Sampling"
~person:"Harvey, David I."
~subject:"Time series analysis"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Sampling
Time series analysis
Estimation theory
14
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14
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9
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7
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7
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Aufsatz in Zeitschrift
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Harvey, David I.
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Johansen, Søren
14
Linton, Oliver
14
Chambers, Marcus J.
13
Gao, Jiti
13
Harvey, Andrew C.
13
Hassler, Uwe
13
Perron, Pierre
13
Xiao, Zhijie
11
Baillie, Richard
10
Ghysels, Eric
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Zhu, Ke
10
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Nielsen, Morten Ørregaard
9
Westerlund, Joakim
9
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
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8
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8
McAleer, Michael
8
McElroy, Tucker
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
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7
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7
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Journal of econometrics
4
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2
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1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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:
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
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:
4
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:
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
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
Saved in:
7
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
8
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:
9
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
Saved in:
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