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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Abry, Patrice"
~person:"Franses, Philip Hans"
~person:"Leybourne, Stephen James"
~person:"Pauly, Ralf"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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| 7 applied filters
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Zeitreihenanalyse
Estimation theory
50
Schätztheorie
50
Time series analysis
31
Theorie
26
Theory
26
Structural break
9
Strukturbruch
9
Einheitswurzeltest
6
Unit root test
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Statistical test
5
Statistischer Test
5
Saisonale Schwankungen
4
Seasonal variations
4
USA
4
United States
4
Trend break
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Cointegration
2
Confidence sets
2
Deutschland
2
Finland
2
Finnland
2
Germany
2
Kointegration
2
Level break
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Simulation
2
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Undetermined
4
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Article
31
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Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
28
Arbeitspapier
24
Working Paper
24
Graue Literatur
19
Non-commercial literature
19
Book section
3
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1
Rezension
1
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English
28
German
3
Author
All
Abry, Patrice
Franses, Philip Hans
Leybourne, Stephen James
Pauly, Ralf
Phillips, Peter C. B.
29
Linton, Oliver
17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Robinson, Peter M.
11
Xiao, Zhijie
11
Baillie, Richard
10
Hendry, David F.
10
Koop, Gary
10
Tauchen, George Eugene
10
Zhu, Ke
10
Chan, Ngai Hang
9
Granger, C. W. J.
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McAleer, Michael
9
McElroy, Tucker
9
Sun, Yixiao
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Engle, Robert F.
8
Ghysels, Eric
8
Hong, Yongmiao
8
Nelson, Daniel B.
8
Nielsen, Morten Ørregaard
8
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Journal of econometrics
9
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economics letters
3
Analyse saisonaler Zeitreihen
2
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of empirical finance
1
Journal of forecasting
1
Long memory in economics : with 50 tables
1
Neuere Verfahren der Saisonbereinigung
1
Oxford bulletin of economics and statistics
1
Statistical papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
31
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31
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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