//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Leybourne, Stephen James"
~subject:"Macroeconometrics"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Macroeconometrics
Statistical test
Estimation theory
26
Schätztheorie
26
Time series analysis
18
Zeitreihenanalyse
18
Structural break
9
Strukturbruch
9
Theory
8
Einheitswurzeltest
6
Unit root test
6
Statistischer Test
5
Forecasting model
3
Prognoseverfahren
3
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
2
Stationary
2
Unit root
2
1949-1985
1
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Conditional distribution
1
Diebold-Mariano test
1
Error-correction model
1
Estimation
1
Explosive autoregression
1
Fixed regressor wild bootstrap
1
Forecast evaluation
1
Forecasting
1
Information criteria
1
Initial condition
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Übersichtsarbeit
Aufsatz in Zeitschrift
Handbuch
Article in journal
13
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
13
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
38
Andrews, Donald W. K.
37
Baltagi, Badi H.
30
Li, Qi
28
Newey, Whitney K.
28
Pesaran, M. Hashem
25
Bera, Anil K.
24
Horowitz, Joel
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Krämer, Walter
20
Robinson, Peter M.
20
Ullah, Aman
20
Giles, David E. A.
19
Lee, Lung-fei
19
Perron, Pierre
19
Dufour, Jean-Marie
18
Gouriéroux, Christian
18
White, Halbert
18
Wooldridge, Jeffrey M.
18
King, Maxwell L.
17
Granger, C. W. J.
16
Linton, Oliver
16
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Bai, Jushan
14
Ghysels, Eric
14
Hsiao, Cheng
14
Kelejian, Harry H.
14
Smith, Richard J.
14
Swanson, Norman R.
14
Godfrey, L. G.
13
Hausman, Jerry A.
13
Hendry, David F.
13
Kuan, Chung-ming
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Simar, Léopold
13
more ...
less ...
Published in...
All
Econometric theory
2
Journal of econometrics
2
Journal of forecasting
2
Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
6
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
7
On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin
- In:
Econometric theory
14
(
1998
)
3
,
pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
Saved in:
8
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
9
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
10
A simple test for cointegration
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->