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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Breitung, Jörg"
~person:"Harvey, David I."
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
Kointegration
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
37
Theory
21
Estimation theory
17
Schätztheorie
17
Structural break
8
Strukturbruch
8
Einheitswurzeltest
5
Unit root test
5
United States
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
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3
Volatilität
3
1970-1998
2
Cointegration
2
Correlation
2
Korrelation
2
Scientific method
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Statistical theory
2
Statistische Methodenlehre
2
Unit root
2
Wissenschaftliche Methode
2
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2
Zinsstruktur
2
1975-2021
1
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Bubbles
1
Confidence sets
1
Coronavirus
1
Efficient market hypothesis
1
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1
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34
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37
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Abeysinghe, Tilak
Breitung, Jörg
Harvey, David I.
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Phillips, Peter C. B.
21
Leybourne, Stephen James
16
Taylor, Robert
16
Franses, Philip Hans
14
Hassler, Uwe
12
Lütkepohl, Helmut
10
Saikkonen, Pentti
9
Hecq, Alain W. J.
8
Perron, Pierre
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Choi, In
6
Gao, Jiti
6
Johansen, Søren
6
Lee, Junsoo
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Koopman, Siem Jan
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Chan, Ngai Hang
4
Cubadda, Gianluca
4
Granger, C. W. J.
4
Grégoir, Stéphane
4
Haldrup, Niels
4
Han, Chirok
4
Hidalgo, Javier
4
Iacone, Fabrizio
4
Kapetanios, George
4
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Discussion paper series / LSE Financial Markets Group
Econometric theory
Economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
42
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometrics papers
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Discussion papers of interdisciplinary research project 373
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Applied economics
5
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
Janeway Institute working paper series
4
An Elgar reference collection
3
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Economics discussion paper series / Loughborough University, Department of Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
LSE STICERD Research Paper
3
The econometrics journal
3
The review of economic studies
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bundesbank Series 1 Discussion Paper
2
Cambridge-INET working papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers in economics / School of Economics
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
ECARES working paper
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
37
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
5
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
6
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
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
Robust and powerful tests for nonlinear deterministic components
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
6
,
pp. 780-799
Persistent link: https://www.econbiz.de/10011396540
Saved in:
9
Break date estimation for models with deterministic structural change
Harvey, David I.
;
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
Saved in:
10
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
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