//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"The international library of critical writings in econometrics"
~person:"Gupta, Rangan"
~person:"Leybourne, Stephen James"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"trend-cycle"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Correlation
Zeitreihenanalyse
Time series analysis
12
Estimation theory
9
Schätztheorie
9
Structural break
6
Strukturbruch
6
Einheitswurzeltest
4
Unit root test
4
Trend break
2
Autocorrelation
1
Autokorrelation
1
Break point estimation
1
Co-integration rank
1
Cointegration
1
Confidence sets
1
Error-correction model
1
Information criteria
1
Kointegration
1
Korrelation
1
Level break
1
Local GLS detrending
1
Locally best invariant test
1
Minimum Dickey-Fuller test
1
Multiple breaks in trend
1
Ranking method
1
Ranking-Verfahren
1
Stationary
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Unit root
1
VAR model
1
VAR-Modell
1
Vector autoregression
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
12
Author
All
Gupta, Rangan
Leybourne, Stephen James
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, Andrew C.
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Bollerslev, Tim
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Elliott, Graham
5
Fan, Jianqing
5
more ...
less ...
Published in...
All
Journal of econometrics
The international library of critical writings in econometrics
Applied economics
16
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
7
Energy economics
7
Econometric theory
6
Economics letters
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
An Elgar reference collection
3
Computational economics
3
Econometric reviews
3
Finance research letters
3
Finmap working paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of time series econometrics
2
The econometrics journal
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
Applied Economics, 52(10) 2020
1
CESifo working papers
1
CREDIT research paper
1
Cardiff economics working papers
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
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
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
9
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
10
Recent developments in time series ; Vol. 1
Newbold, Paul
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001789132
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->