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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"Leybourne, Stephen James"
~person:"Lucas, André"
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Time series analysis
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Lütkepohl, Helmut
Leybourne, Stephen James
Lucas, André
Spanos, Aris
6
Phillips, Peter C. B.
5
Taylor, Robert
5
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4
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Econometric reviews
Discussion paper / Tinbergen Institute
27
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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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:
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
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
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