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person:"Taylor, Robert"
~isPartOf:"Journal of empirical finance"
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Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
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2
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Taylor, Robert
Astill, Sam
2
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Journal of empirical finance
Journal of econometrics
18
Econometric theory
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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:
2
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:
3
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
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