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subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Bayes-Statistik
Kapitaleinkommen
Statistical test
Estimation theory
32
Schätztheorie
32
Time series analysis
22
Structural break
9
Strukturbruch
9
Theorie
9
Theory
9
Einheitswurzeltest
6
Statistischer Test
6
Unit root test
6
Forecasting model
5
Prognoseverfahren
5
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
2
Stationary
2
Unit root
2
1949-1985
1
ARCH model
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ARCH-Modell
1
Asymptotic power
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Bootstrap approach
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Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Commodity exchange
1
Commodity market
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Conditional distribution
1
Diebold-Mariano test
1
Error-correction model
1
Estimation
1
Explosive autoregression
1
Fixed regressor wild bootstrap
1
Forecast
1
Forecast evaluation
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20
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2
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English
25
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Leybourne, Stephen James
Phillips, Peter C. B.
127
Gao, Jiti
83
Koopman, Siem Jan
58
Pesaran, M. Hashem
52
Lütkepohl, Helmut
47
Kapetanios, George
44
Linton, Oliver
44
Johansen, Søren
43
Koop, Gary
43
Franses, Philip Hans
41
Nielsen, Morten Ørregaard
40
Teräsvirta, Timo
40
Sentana, Enrique
38
Dufour, Jean-Marie
34
Stock, James H.
34
Sun, Yixiao
34
Baltagi, Badi H.
32
Swanson, Norman R.
32
Diebold, Francis X.
30
Harvey, Andrew C.
30
Inoue, Atsushi
30
Perron, Pierre
30
Sibbertsen, Philipp
30
Andrews, Donald W. K.
29
Schorfheide, Frank
29
Cai, Zongwu
28
McAleer, Michael
28
Taylor, Robert
28
Engle, Robert F.
27
Lucas, André
27
Robinson, Peter M.
27
Watson, Mark W.
27
Chen, Xiaohong
26
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Bauwens, Luc
25
Maravall Herrero, Agustín
25
West, Kenneth D.
25
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Journal of econometrics
8
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
The international library of critical writings in econometrics
2
CREDIT research paper
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 forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
25
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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
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:
3
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:
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
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:
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