//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Stochastischer Prozess
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
8
Bubbles
7
Börsenkurs
7
Share price
7
Spekulationsblase
7
Forecasting model
6
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
Explosive autoregression
5
Cointegration
4
Kaufkraftparität
4
Kointegration
4
Purchasing power parity
4
Volatility
4
Volatilität
4
Regression analysis
3
Regressionsanalyse
3
Stochastic process
3
USA
3
United States
3
rational bubble
3
Autocorrelation
2
Autokorrelation
2
Break date estimation
2
Capital income
2
Financial market
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
25
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Collection of articles of several authors
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
25
Author
All
Leybourne, Stephen James
Phillips, Peter C. B.
65
Franses, Philip Hans
53
Gil-Alaña, Luis A.
42
Escudero, Laureano F.
35
Koopman, Siem Jan
31
Taylor, Robert
31
McAleer, Michael
30
Perron, Pierre
30
Lütkepohl, Helmut
28
Koop, Gary
26
Granger, C. W. J.
25
Ghysels, Eric
24
Harvey, Andrew C.
24
Caporale, Guglielmo Maria
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Gendreau, Michel
21
Hassler, Uwe
21
Hendry, David F.
21
Yu, Jun
21
Hong, Yongmiao
20
Newbold, Paul
20
Swanson, Norman R.
19
Chan, Joshua
18
Petropoulos, Fotios
18
Ruiz, Esther
18
Herwartz, Helmut
17
Hyndman, Rob J.
17
Saikkonen, Pentti
17
Engle, Robert F.
16
Gupta, Rangan
16
Johansen, Søren
16
Maggioni, Francesca
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Proietti, Tommaso
16
Robinson, Peter M.
16
Siu, Tak Kuen
16
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Oxford bulletin of economics and statistics
3
Econometric reviews
2
Journal of time series econometrics
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
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->