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subject:"Time series analysis"
~person:"Leybourne, Stephen James"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Time series analysis
Theorie
62
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62
Einheitswurzeltest
28
Unit root test
28
Zeitreihenanalyse
27
Structural break
10
Strukturbruch
10
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Leybourne, Stephen James
Franses, Philip Hans
115
Gil-Alaña, Luis A.
104
Phillips, Peter C. B.
101
Koopman, Siem Jan
87
Caporale, Guglielmo Maria
74
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56
Koop, Gary
55
Härdle, Wolfgang
52
Maravall Herrero, Agustín
51
McAleer, Michael
50
Pesaran, M. Hashem
49
Teräsvirta, Timo
49
Sibbertsen, Philipp
47
Dijk, Herman K. van
46
Lucas, André
46
Hyndman, Rob J.
45
Swanson, Norman R.
44
Marcellino, Massimiliano
42
Hallin, Marc
41
Kunst, Robert M.
41
Harvey, Andrew C.
39
Hassler, Uwe
39
Taylor, Robert
39
Perron, Pierre
34
Saikkonen, Pentti
34
Feng, Yuanhua
33
Bauwens, Luc
32
Hecq, Alain W. J.
32
Johansen, Søren
32
Robinson, Peter M.
32
Dijk, Dick van
30
Proietti, Tommaso
30
Granger, C. W. J.
29
Beran, Jan
28
Haldrup, Niels
28
Breitung, Jörg
27
Lux, Thomas
27
Kapetanios, George
26
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26
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5
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3
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2
Journal of time series econometrics
2
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2
The econometrics journal
2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
27
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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
Saved in:
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