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~person:"Leybourne, Stephen James"
~subject:"Stichprobenerhebung"
~subject:"Time series analysis"
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Search: subject_exact:"Schätzmethode"
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Stichprobenerhebung
Time series analysis
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
28
Theorie
17
Theory
17
Estimation
13
Schätzung
13
Structural break
12
Strukturbruch
12
Einheitswurzeltest
10
Unit root test
10
Statistical test
8
Statistischer Test
8
Forecasting model
6
Prognoseverfahren
6
Explosive autoregression
4
USA
4
United States
4
Autocorrelation
3
Autokorrelation
3
Bubbles
3
Börsenkurs
3
Share price
3
Spekulationsblase
3
Trend break
3
1972-1996
2
Break date estimation
2
Cointegration
2
Confidence sets
2
G7 countries
2
G7-Staaten
2
Kaufkraftparität
2
Kointegration
2
Level break
2
Purchasing power parity
2
Regression analysis
2
Regressionsanalyse
2
Stationary
2
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2
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Article
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23
Aufsatz in Zeitschrift
23
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
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English
28
Author
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Leybourne, Stephen James
Gil-Alaña, Luis A.
185
Caporale, Guglielmo Maria
167
Phillips, Peter C. B.
107
Koopman, Siem Jan
93
Gao, Jiti
84
Pesaran, M. Hashem
63
Franses, Philip Hans
58
Lütkepohl, Helmut
54
Gupta, Rangan
51
Kapetanios, George
49
Teräsvirta, Timo
47
Nielsen, Morten Ørregaard
45
McAleer, Michael
44
Johansen, Søren
43
Sibbertsen, Philipp
43
Koop, Gary
41
Lucas, André
40
Watson, Mark W.
40
Stock, James H.
38
Swanson, Norman R.
38
Harvey, Andrew C.
37
Härdle, Wolfgang
37
Linton, Oliver
34
Haldrup, Niels
32
Engle, Robert F.
31
Ghysels, Eric
30
Hassler, Uwe
30
Taylor, Robert
30
Chan, Joshua
29
Li, Degui
29
Marcellino, Massimiliano
29
Robinson, Peter M.
29
Diebold, Francis X.
27
Maravall Herrero, Agustín
27
Blasques, Francisco
26
Breitung, Jörg
26
Nelson, Daniel B.
26
Perron, Pierre
26
Brännäs, Kurt
25
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Journal of econometrics
7
Econometric theory
5
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The international library of critical writings in econometrics
2
Applied economics
1
CREDIT research paper
1
Econometric reviews
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 econometrics journal
1
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ECONIS (ZBW)
28
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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
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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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