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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Hong, Yongmiao"
~person:"Leybourne, Stephen James"
~type_genre:"Article in journal"
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Time series analysis
Theorie
87
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87
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43
Einheitswurzeltest
25
Unit root test
25
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16
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16
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Hong, Yongmiao
Leybourne, Stephen James
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Taylor, Robert
28
Lütkepohl, Helmut
27
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26
Koop, Gary
25
Granger, C. W. J.
24
Harvey, Andrew C.
24
Mills, Terence C.
23
Caporale, Guglielmo Maria
22
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Ghysels, Eric
20
Hendry, David F.
20
McAleer, Michael
20
Newbold, Paul
20
Swanson, Norman R.
19
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engle, Robert F.
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Pesaran, M. Hashem
15
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
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Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
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2
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2
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2
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ECONIS (ZBW)
43
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1
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
2
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
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:
5
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:
6
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
7
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
8
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:
9
Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao
;
Wang, Xia
;
Wang, Shouyang
- In:
International economic review
58
(
2017
)
4
,
pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
Saved in:
10
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
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