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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Explosive autoregression"
~type_genre:"Article in journal"
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Time series analysis
Explosive autoregression
Theorie
54
Theory
54
Einheitswurzeltest
25
Unit root test
25
Zeitreihenanalyse
24
Estimation
8
Estimation theory
8
Schätztheorie
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Structural break
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Strukturbruch
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Bubbles
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rational bubble
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Aufsatz im Buch
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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
Koopman, Siem Jan
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
Hong, Yongmiao
19
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
Harvey, David I.
15
Herwartz, Helmut
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Pesaran, M. Hashem
15
Lucas, André
14
Marcellino, Massimiliano
14
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Journal of empirical finance
3
Econometric reviews
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Economics letters
1
Journal of econometrics
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
26
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1
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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
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:
4
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:
5
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
6
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:
7
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
Saved in:
8
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:
9
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:
10
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
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