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subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Estimation
Theorie
25
Theory
25
Einheitswurzeltest
17
Unit root test
17
Time series analysis
11
Saisonale Schwankungen
10
Seasonal variations
10
Stochastic process
8
Stochastischer Prozess
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Statistical test
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Statistischer Test
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Strukturbruch
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Statistical theory
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Statistische Methodenlehre
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1955-1996
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Cointegration
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Dickey-Fuller type unit root
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Großbritannien
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HEGY tests
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Arbeitspapier
Article in journal
29
Aufsatz in Zeitschrift
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Taylor, Robert
Gil-Alaña, Luis A.
71
Koopman, Siem Jan
71
Franses, Philip Hans
66
Härdle, Wolfgang
65
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
60
Phillips, Peter C. B.
51
Marcellino, Massimiliano
47
Dijk, Herman K. van
46
Lütkepohl, Helmut
42
Lucas, André
40
Maravall Herrero, Agustín
40
McAleer, Michael
38
Hautsch, Nikolaus
37
Sibbertsen, Philipp
36
Koop, Gary
35
Kunst, Robert M.
34
Feng, Yuanhua
33
Teräsvirta, Timo
32
Timmermann, Allan
32
Kilian, Lutz
31
Beran, Jan
30
Hallin, Marc
30
Hyndman, Rob J.
30
Bauwens, Luc
29
Berg, Gerard J. van den
29
Swanson, Norman R.
26
Lux, Thomas
24
Heckman, James J.
23
Johansen, Søren
23
Linton, Oliver
23
Rubio-Ramírez, Juan Francisco
23
Schmid, Wolfgang
23
Clark, Todd E.
22
Herwartz, Helmut
22
Hassler, Uwe
21
Robinson, Peter M.
21
Schorfheide, Frank
21
Dijk, Dick van
20
Gao, Jiti
20
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
DAE working paper
1
Discussion papers in economics
1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
11
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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
2
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002672016
Saved in:
3
An unbiased test for a change in persistence
Leybourne, Stephen James
;
Taylor, Robert
;
Kim, Tae-hwan
-
2004
Persistent link: https://www.econbiz.de/10002379251
Saved in:
4
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
5
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
6
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
-
2000
Persistent link: https://www.econbiz.de/10013442514
Saved in:
7
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
8
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
9
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
10
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
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