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~person:"Nunes, Luis C."
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Search: subject_exact:"Time series analysis"
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Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
5
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5
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4
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4
Einheitswurzeltest
3
Structural break
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Nunes, Luis C.
Gil-Alaña, Luis A.
337
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
113
Pesaran, M. Hashem
111
Kapetanios, George
107
Koop, Gary
103
Sibbertsen, Philipp
103
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
91
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
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
Diebold, Francis X.
68
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Oxford bulletin of economics and statistics
2
Econometric theory
1
Economics letters
1
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
1
Insper working paper / Insper, Instituto de Ensino e Pesquisa
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ECONIS (ZBW)
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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreiray, Nuno
;
Nunes, Luis C.
-
2012
Persistent link: https://www.econbiz.de/10009710141
Saved in:
2
Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno
;
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
Saved in:
3
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
4
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
5
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
6
Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.
;
Newbold, Paul
;
Kuan, Chung-ming
-
1994
Persistent link: https://www.econbiz.de/10000891463
Saved in:
7
Spurious break
Nunes, Luis C.
;
Kuan, Chung-ming
;
Newbold, Paul
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000885319
Saved in:
8
Spurious break
Nunes, Luis C.
;
Kuan, Chung-ming
;
Newbold, Paul
-
1993
Persistent link: https://www.econbiz.de/10000866015
Saved in:
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