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subject:"Share price"
type_genre:"Article in journal"
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
51
Schätztheorie
51
Zeitreihenanalyse
25
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18
Panel study
18
Einheitswurzeltest
17
Unit root test
17
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Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Linton, Oliver
16
Lütkepohl, Helmut
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Johansen, Søren
14
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13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Xiao, Zhijie
12
Tauchen, George Eugene
11
Baillie, Richard
10
Koop, Gary
10
Li, Jia
10
Maheswaran, S.
10
McAleer, Michael
10
Robinson, Peter M.
10
Zakoïan, Jean-Michel
10
Zhu, Ke
10
Bauwens, Luc
9
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9
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9
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9
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9
Koopman, Siem Jan
9
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9
Baltagi, Badi H.
8
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8
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8
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8
Hong, Yongmiao
8
Kumar, Dilip
8
Li, Qi
8
McElroy, Tucker
8
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8
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Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Econometric reviews
1
Economics letters
1
Journal of Asian economics
1
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1
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1
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ECONIS (ZBW)
25
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
4
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
8
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:
9
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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