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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~person:"Leybourne, Stephen James"
~subject:"Estimation"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Estimation
Time series analysis
Estimation theory
55
Schätztheorie
55
Zeitreihenanalyse
25
Theorie
18
Theory
18
Structural break
10
Strukturbruch
10
Schätzung
8
Einheitswurzeltest
7
Unit root test
7
Exchange rate
5
Statistical error
5
Statistical test
5
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5
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Forecasting model
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Großbritannien
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2
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Causality analysis
2
Confidence sets
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2
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2
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2
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30
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30
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30
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Caporale, Guglielmo Maria
Hall, Stephen G.
Leybourne, Stephen James
Phillips, Peter C. B.
35
Gao, Jiti
22
Linton, Oliver
22
Johansen, Søren
18
Teräsvirta, Timo
18
Baillie, Richard
17
Harvey, Andrew C.
17
Lütkepohl, Helmut
17
Su, Liangjun
17
Kumbhakar, Subal
16
Li, Qi
16
Taylor, Robert
16
Kapetanios, George
15
Tauchen, George Eugene
15
Chambers, Marcus J.
14
Westerlund, Joakim
14
Baltagi, Badi H.
13
Hassler, Uwe
13
Hsiao, Cheng
13
Koop, Gary
13
Perron, Pierre
13
Zakoïan, Jean-Michel
13
Francq, Christian
12
Hendry, David F.
12
Kumar, Dilip
12
Pesaran, M. Hashem
12
Robinson, Peter M.
12
Chen, Xiaohong
11
Koopman, Siem Jan
11
Lesage, James P.
11
Mills, Terence C.
11
Ullah, Aman
11
White, Halbert
11
Bollerslev, Tim
10
Cai, Zongwu
10
Chan, Ngai Hang
10
Diebold, Francis X.
10
Engle, Robert F.
10
Ghysels, Eric
10
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Journal of econometrics
7
Econometric theory
4
Economics letters
3
Applied economics letters
2
Economic modelling
2
Computational economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
Revue roumaine des sciences économiques
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
30
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1
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
2
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
10
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
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