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~person:"Leybourne, Stephen James"
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Search: subject_exact:"Strukturbruch"
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Structural break
28
Strukturbruch
28
Time series analysis
18
Zeitreihenanalyse
18
Einheitswurzeltest
14
Unit root test
14
Theorie
10
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10
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3
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1890-1934
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Leybourne, Stephen James
Gil-Alaña, Luis A.
70
Caporale, Guglielmo Maria
67
Pesaran, M. Hashem
53
Timmermann, Allan
48
Narayan, Paresh Kumar
43
Perron, Pierre
43
Sibbertsen, Philipp
34
Kapetanios, George
30
Hendry, David F.
26
Chang, Tsangyao
25
Harvey, David I.
25
Smyth, Russell
25
Balcilar, Mehmet
23
Taylor, Robert
23
Gil-Alana, Luis A.
22
Lee, Chien-chiang
21
Osborn, Denise R.
21
Cuestas, Juan Carlos
20
Kruse, Robinson
20
Lee, Junsoo
20
Pettenuzzo, Davide
19
Tzavalis, Elias
19
Urga, Giovanni
19
Dijk, Dick van
18
Miller, Stephen M.
18
Rossi, Barbara
18
Gupta, Rangan
17
Ozdemir, Zeynel Abidin
17
Banerjee, Anindya
16
Carrion i Silvestre, Josep Lluís
16
Pahlavani, Mosayeb
16
Wohar, Mark E.
16
Zeileis, Achim
16
Smith, L. Vanessa
15
Tamarit Escalona, Cecilio R.
15
Tiwari, Aviral Kumar
15
Westerlund, Joakim
15
Belke, Ansgar
14
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8
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4
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3
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ECONIS (ZBW)
28
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1
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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
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
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
7
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:
8
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:
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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