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subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
26
Schätztheorie
26
Time series analysis
18
Structural break
9
Strukturbruch
9
Theorie
8
Theory
8
Einheitswurzeltest
6
Unit root test
6
Statistical test
5
Statistischer Test
5
Forecasting model
3
Prognoseverfahren
3
Trend break
3
Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Level break
2
Stationary
2
Unit root
2
1949-1985
1
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Conditional distribution
1
Diebold-Mariano test
1
Error-correction model
1
Estimation
1
Explosive autoregression
1
Fixed regressor wild bootstrap
1
Forecast evaluation
1
Forecasting
1
Information criteria
1
Initial condition
1
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Article
18
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Aufsatz in Zeitschrift
Bibliografie
Article in journal
18
Arbeitspapier
1
Working Paper
1
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English
18
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
29
Linton, Oliver
18
Taylor, Robert
18
Lütkepohl, Helmut
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Xiao, Zhijie
13
Maheswaran, S.
12
Baillie, Richard
11
Tauchen, George Eugene
11
Kapetanios, George
10
Koop, Gary
10
Robinson, Peter M.
10
Zhu, Ke
10
Bauwens, Luc
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Granger, C. W. J.
9
Harvey, David I.
9
Hendry, David F.
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Chen, Xiaohong
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Degui
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
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Journal of econometrics
7
Econometric theory
4
Economics letters
3
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
1
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ECONIS (ZBW)
18
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1
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18
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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
Saved in:
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