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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Harvey, David I."
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Zeitreihenanalyse
Theorie
11
Theory
11
Einheitswurzeltest
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Unit root test
8
Bubbles
6
Spekulationsblase
6
Time series analysis
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Börsenkurs
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Explosive autoregression
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Share price
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Estimation
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Schätzung
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Volatility
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Volatilität
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Break date estimation
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Financial market
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Finanzmarkt
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Kointegration
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Predictive regression
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Prognoseverfahren
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Rational bubble
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Regressionsanalyse
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rational bubble
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right-tailed unit root testing
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Harvey, David I.
Gil-Alaña, Luis A.
18
Marcellino, Massimiliano
16
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Ghysels, Eric
11
Hyndman, Rob J.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
10
Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Taylor, Robert
9
Hallin, Marc
8
Hecq, Alain W. J.
8
Koop, Gary
8
Sibbertsen, Philipp
8
Athanasopoulos, George
7
Clark, Todd E.
7
Hendry, David F.
7
Horváth, Lajos
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
Schorfheide, Frank
7
Barigozzi, Matteo
6
Carriero, Andrea
6
Chang, Tsangyao
6
Delle Monache, Davide
6
Forni, Mario
6
Hafner, Christian M.
6
Herwartz, Helmut
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Hong, Yongmiao
6
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Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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:
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