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subject:"Sampling"
~person:"Taylor, Robert"
~subject:"Panel"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Sampling
Panel
Time series analysis
Estimation theory
23
Schätztheorie
23
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16
Einheitswurzeltest
9
Structural break
9
Strukturbruch
9
Unit root test
9
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6
Bootstrap-Verfahren
6
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5
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4
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3
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3
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Taylor, Robert
Baltagi, Badi H.
41
Phillips, Peter C. B.
37
Gao, Jiti
24
Su, Liangjun
24
Westerlund, Joakim
22
Leybourne, Stephen James
18
Linton, Oliver
18
Lee, Lung-fei
17
Pesaran, M. Hashem
16
Teräsvirta, Timo
16
Bai, Jushan
15
Harvey, Andrew C.
15
Hsiao, Cheng
15
Lütkepohl, Helmut
15
Robinson, Peter M.
15
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Li, Qi
13
Perron, Pierre
13
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Kapetanios, George
11
Li, Degui
11
Peng, Bin
11
Pirotte, Alain
11
Sun, Yixiao
11
Xiao, Zhijie
11
Baillie, Richard
10
Han, Chirok
10
Jochmans, Koen
10
Kao, Chihwa
10
Koop, Gary
10
Kumbhakar, Subal
10
Lucas, André
10
Tauchen, George Eugene
10
Zhou, Qiankun
10
Zhu, Ke
10
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9
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Journal of econometrics
9
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Journal of empirical finance
1
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ECONIS (ZBW)
16
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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
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:
10
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:
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