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subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Stochastic process
Theorie
25
Theory
25
Einheitswurzeltest
17
Unit root test
17
Time series analysis
11
Saisonale Schwankungen
10
Seasonal variations
10
Stochastischer Prozess
8
Statistical test
7
Statistischer Test
7
Volatility
4
Volatilität
4
Structural break
3
Strukturbruch
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
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Heteroscedasticity
2
Heteroskedastizität
2
Lag model
2
Lag-Modell
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Random Walk
2
Random walk
2
Saisonkomponente
2
Seasonal component
2
Statistical theory
2
Statistische Methodenlehre
2
1955-1996
1
Cointegration
1
Dickey-Fuller type unit root
1
Großbritannien
1
HEGY tests
1
Inflation rate
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Inflationsrate
1
Kaufkraftparität
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Book / Working Paper
16
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Arbeitspapier
Article in journal
31
Aufsatz in Zeitschrift
31
Working Paper
16
Graue Literatur
11
Non-commercial literature
11
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1
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English
16
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Taylor, Robert
Koopman, Siem Jan
72
Franses, Philip Hans
65
Gil-Alaña, Luis A.
62
Phillips, Peter C. B.
60
Caporale, Guglielmo Maria
52
Härdle, Wolfgang
44
Dijk, Herman K. van
40
Maravall Herrero, Agustín
40
McAleer, Michael
40
Lucas, André
37
Pesaran, M. Hashem
37
Lütkepohl, Helmut
36
Sibbertsen, Philipp
36
Koop, Gary
34
Kunst, Robert M.
32
Feng, Yuanhua
31
Marcellino, Massimiliano
31
Teräsvirta, Timo
31
Hallin, Marc
29
Beran, Jan
28
Hyndman, Rob J.
28
Bauwens, Luc
26
Lux, Thomas
26
Swanson, Norman R.
26
Robinson, Peter M.
23
Timmermann, Allan
23
Linton, Oliver
22
Saikkonen, Pentti
22
Hassler, Uwe
21
Dijk, Dick van
20
Podolskij, Mark
20
Schmid, Wolfgang
20
Fried, Roland
19
Johansen, Søren
19
Paap, Richard
19
Weihs, Claus
19
Yu, Jun
19
Kohlmann, Michael
18
Küchler, Uwe
18
Clark, Todd E.
17
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
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)
16
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1
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
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
3
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
4
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:
5
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
6
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:
7
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002379273
Saved in:
8
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
9
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
10
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:
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