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subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~person:"Watson, Mark W."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Statistical inference"
~type:"article"
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Search: subject_exact:"Estimation theory"
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| 7 applied filters
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Zeitreihenanalyse
Kapitaleinkommen
Kointegration
Statistical inference
Estimation theory
44
Schätztheorie
44
Time series analysis
27
Theorie
14
Theory
14
Structural break
9
Strukturbruch
9
Einheitswurzeltest
7
Unit root test
7
Statistical test
6
Statistischer Test
6
Cointegration
4
USA
4
United States
4
Autocorrelation
3
Autokorrelation
3
Estimation
3
Forecasting model
3
HAC
3
Induktive Statistik
3
Prognoseverfahren
3
Schätzung
3
Statistical theory
3
Statistische Methodenlehre
3
Trend break
3
Confidence sets
2
Correlation
2
Factor analysis
2
Faktorenanalyse
2
HAR
2
IV-Schätzung
2
Instrumental variables
2
Korrelation
2
Level break
2
Metal market
2
Metallmarkt
2
Regression analysis
2
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20
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27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
2
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2
Conference paper
1
Konferenzbeitrag
1
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1
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Language
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English
30
Author
All
Leybourne, Stephen James
Watson, Mark W.
Phillips, Peter C. B.
42
Taylor, Robert
20
Johansen, Søren
19
Linton, Oliver
19
Teräsvirta, Timo
18
Chambers, Marcus J.
17
Gao, Jiti
17
Harvey, Andrew C.
17
Lütkepohl, Helmut
17
Perron, Pierre
15
Robinson, Peter M.
14
Hassler, Uwe
13
Kumar, Dilip
13
Nielsen, Morten Ørregaard
13
Xiao, Zhijie
13
Andrews, Donald W. K.
12
Li, Qi
12
Maheswaran, S.
12
Pesaran, M. Hashem
12
Westerlund, Joakim
12
Baillie, Richard
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Koop, Gary
11
Mills, Terence C.
11
Stock, James H.
11
Tauchen, George Eugene
11
Cavaliere, Giuseppe
10
Chan, Ngai Hang
10
Chernozhukov, Victor
10
Engle, Robert F.
10
Francq, Christian
10
Ghysels, Eric
10
Inoue, Atsushi
10
Ling, Shiqing
10
Peng, Liang
10
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Journal of econometrics
9
Econometric theory
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Advances in economics and econometrics ; Volume 2
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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)
30
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1
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30
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date (oldest first)
1
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
2
Spatial correlation robust inference
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
6
,
pp. 2901-2935
Persistent link: https://www.econbiz.de/10013482329
Saved in:
3
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
4
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:
5
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
6
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
7
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:
8
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:
9
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:
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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