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Estimation theory
Theorie
138
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136
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112
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111
Großbritannien
110
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105
Unit root test
49
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39
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39
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38
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37
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35
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33
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32
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15
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14
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14
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14
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13
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27
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3
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English
37
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Harvey, David I.
18
Mills, Terence C.
18
Leybourne, Stephen James
17
Newbold, Paul
8
Taylor, Robert
7
Cavaliere, Giuseppe
2
Coutts, J. Andrew
2
Roberts, Jennifer
2
Astill, Sam
1
Crafts, Nicholas
1
Dijk, Dick van
1
Gavridis, M.
1
Georgiev, Iliyan
1
Harris, David
1
Hylleberg, Svend
1
LeBaron, Blake Dean
1
Leybourne, Stephen J.
1
MacGarry, Joanne
1
Markellos, Raphaēl N.
1
Taylor, A. M. Robert
1
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1
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6
Journal of econometrics
6
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5
Econometric theory
2
Economics letters
2
International review of financial analysis
2
Journal of economic literature
2
CREATES Research Paper
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic research paper / Loughborough University of Technology, Department of Economics / Loughborough University of Technology, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of forecasting
1
Modern perspectives on the gold standard
1
Oxford bulletin of economics and statistics
1
Quantitative aspects of post-war European economic growth
1
Ricerche economiche
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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Tests for forecast encompassing
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974765
Saved in:
2
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974766
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
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:
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
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
7
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:
8
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:
9
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
10
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
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