//--> //--> //--> //-->
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
~person:"Leybourne, Stephen James"
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_exact:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
63
Zeitreihenanalyse
63
Theorie
28
Theory
28
Estimation theory
22
Schätztheorie
22
Einheitswurzeltest
21
Unit root test
21
Structural break
18
Strukturbruch
18
Statistical test
10
Statistischer Test
10
Estimation
7
Schätzung
7
USA
6
United States
6
Bubbles
5
Spekulationsblase
5
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Explosive autoregression
4
Großbritannien
4
Share price
4
United Kingdom
4
Cointegration
3
Correlation
3
Kointegration
3
Korrelation
3
Trend break
3
Volatility
3
Volatilität
3
rational bubble
3
1972-1996
2
Confidence sets
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
G7 countries
2
G7-Staaten
2
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
53
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Arbeitspapier
6
Working Paper
6
Graue Literatur
3
Non-commercial literature
3
Collection of articles of several authors
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
63
Author
All
Leybourne, Stephen James
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
214
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
121
Gupta, Rangan
115
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
103
Harvey, Andrew C.
100
Koop, Gary
100
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Ravazzolo, Francesco
63
Ghysels, Eric
61
more ...
less ...
Institution
All
Loughborough University / Department of Economics
1
Trinity College
1
Published in...
All
Journal of econometrics
10
Econometric theory
6
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Applied economics
4
An Elgar reference collection
3
Econometric reviews
3
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 empirical finance
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion papers in economics / School of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Journal of applied econometrics
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Royal Statistical Society
1
The International library of critical writings in econometrics
1
The Manchester School
1
Trinity economic papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
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:
5
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
6
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
7
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
8
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:
9
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->