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subject:"Risk"
type:"article"
~person:"Taylor, Robert"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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53
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30
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30
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28
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Taylor, Robert
Franses, Philip Hans
61
Phillips, Peter C. B.
58
Gil-Alaña, Luis A.
48
Eeckhoudt, Louis R.
38
Gupta, Rangan
37
Chavas, Jean-Paul
34
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34
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33
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32
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31
Viscusi, W. Kip
31
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30
Granger, C. W. J.
30
Perron, Pierre
30
Koopman, Siem Jan
29
Diebold, Francis X.
28
Stock, James H.
28
Engle, Robert F.
27
Fabozzi, Frank J.
27
Mills, Terence C.
26
Barnett, William A.
25
Ghysels, Eric
25
Swanson, Norman R.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Leybourne, Stephen James
24
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23
Newbold, Paul
23
Serletis, Apostolos
23
Bollerslev, Tim
22
Hall, Robert Ernest
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Moosa, Imad A.
22
Teräsvirta, Timo
22
Christiano, Lawrence J.
21
Herwartz, Helmut
21
Pesaran, M. Hashem
21
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Econometric reviews
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4
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4
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3
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3
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2
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
4
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
5
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:
6
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:
7
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:
8
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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