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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Time series analysis
Finanzmarkt
Theorie
54
Theory
54
Einheitswurzeltest
25
Unit root test
25
Zeitreihenanalyse
24
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
Structural break
8
Strukturbruch
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Bubbles
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Börsenkurs
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Share price
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Spekulationsblase
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Forecasting model
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Prognoseverfahren
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Statistical test
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Explosive autoregression
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USA
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rational bubble
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Aufsatz im Buch
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Leybourne, Stephen James
Phillips, Peter C. B.
59
Franses, Philip Hans
54
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
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
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
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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ECONIS (ZBW)
24
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
9
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
10
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
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