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subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~subject:"Saisonkomponente"
~subject:"Theory"
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Zeitreihenanalyse
Saisonkomponente
Theory
Theorie
82
Einheitswurzeltest
49
Unit root test
49
Time series analysis
42
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
18
Stochastischer Prozess
18
Statistical test
17
Statistischer Test
17
Bootstrap approach
15
Bootstrap-Verfahren
15
Volatility
13
Volatilität
13
Cointegration
8
Heteroscedasticity
8
Heteroskedastizität
8
Kointegration
8
Seasonal component
8
Statistical theory
7
Statistische Methodenlehre
7
Autocorrelation
6
Autokorrelation
6
Estimation
5
Schätzung
5
Börsenkurs
4
Forecasting model
4
Lag model
4
Lag-Modell
4
Prognoseverfahren
4
Random Walk
4
Random walk
4
Regression analysis
4
Regressionsanalyse
4
Share price
4
Structural break
4
Strukturbruch
4
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Undetermined
13
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10
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Article
54
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28
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Article in journal
53
Aufsatz in Zeitschrift
53
Arbeitspapier
25
Working Paper
25
Graue Literatur
17
Non-commercial literature
17
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2
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
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Language
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English
82
Author
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Taylor, Robert
Acemoglu, Daron
514
Nijkamp, Peter
487
Güth, Werner
479
Stiglitz, Joseph E.
451
Pestieau, Pierre
426
Gersbach, Hans
399
Creedy, John
392
Pesaran, M. Hashem
387
Aizenman, Joshua
373
Helpman, Elhanan
355
Stark, Oded
352
Heckman, James J.
349
Snower, Dennis J.
343
Phillips, Peter C. B.
339
Koskela, Erkki
338
Svensson, Lars E. O.
330
Cremer, Helmuth
326
Kaplow, Louis
321
Zenou, Yves
321
Woodford, Michael
319
Thisse, Jacques-François
313
Frey, Bruno S.
311
Shavell, Steven
308
Batabyal, Amitrajeet A.
305
Konrad, Kai A.
301
Tirole, Jean
300
Broll, Udo
296
Artus, Patrick
293
Härdle, Wolfgang
291
Franses, Philip Hans
285
Lambertini, Luca
283
Buiter, Willem H.
282
Grossman, Gene M.
282
Devereux, Michael B.
268
Shleifer, Andrei
268
Aghion, Philippe
267
Glaeser, Edward L.
262
Brady, Michael Emmett
261
Ploeg, Frederick van der
261
Marjit, Sugata
260
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European University Institute / Department of Economics
1
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
15
Econometric theory
11
Econometric reviews
9
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
The econometrics journal
4
Journal of empirical finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The economic journal : the journal of the Royal Economic Society
2
Cowles Foundation discussion paper
1
DAE working paper
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
1
EUI working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The Manchester School
1
The journal of socio-economics
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
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ECONIS (ZBW)
82
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
5
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
6
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
7
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:
8
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
9
Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction
Jansson, Michael
(
ed.
);
Taylor, Robert
(
ed.
); …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 247-252
Persistent link: https://www.econbiz.de/10011950951
Saved in:
10
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
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