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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Leybourne, Stephen James"
~person:"Watson, Mark W."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Kointegration
Estimation theory
11
Schätztheorie
11
Time series analysis
8
Structural break
6
Strukturbruch
6
Cointegration
2
Einheitswurzeltest
2
Trend break
2
Unit root test
2
VAR model
2
VAR-Modell
2
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
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Break point estimation
1
Co-integration rank
1
Conditional distribution
1
Confidence sets
1
Error-correction model
1
Factor analysis
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Faktorenanalyse
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Fixed regressor wild bootstrap
1
Forecasting model
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IV-Schätzung
1
Impulse response functions
1
Induktive Statistik
1
Information criteria
1
Instrumental variables
1
Level break
1
Local GLS detrending
1
Locally best invariant test
1
Minimum Dickey-Fuller test
1
Multiple breaks in trend
1
Narrative approach
1
Parameter stability tests
1
Persistence
1
Predictive regression
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8
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English
8
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Leybourne, Stephen James
Watson, Mark W.
Phillips, Peter C. B.
13
Taylor, Robert
11
Linton, Oliver
9
Robinson, Peter M.
7
Todorov, Viktor
7
Andersen, Torben
6
Li, Jia
6
Li, Yingying
6
Tauchen, George Eugene
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Degui
5
Tu, Yundong
5
Zhu, Ke
5
Chambers, Marcus J.
4
Demetrescu, Matei
4
Gao, Jiti
4
Harvey, David I.
4
Johansen, Søren
4
Koopman, Siem Jan
4
Li, Qi
4
Mykland, Per A.
4
Ng, Serena
4
Perron, Pierre
4
Rodrigues, Paulo M. M.
4
Sun, Yixiao
4
Wang, Qiying
4
Zakoïan, Jean-Michel
4
Zheng, Xinghua
4
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
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Journal of econometrics
Econometric theory
4
Economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics ; Volume 2
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
8
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1
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:
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
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
4
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:
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
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:
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:
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