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subject:"Einheitswurzeltest"
~person:"Taylor, Robert"
~subject:"Economic growth"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
Economic growth
Time series analysis
88
Zeitreihenanalyse
88
Theorie
42
Theory
42
Unit root test
38
Estimation theory
25
Schätztheorie
25
Bootstrap approach
22
Bootstrap-Verfahren
22
Saisonale Schwankungen
15
Seasonal variations
15
Statistical test
15
Statistischer Test
15
Structural break
15
Strukturbruch
15
Volatility
15
Volatilität
15
Estimation
14
Heteroscedasticity
14
Heteroskedastizität
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Schätzung
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Cointegration
12
Kointegration
12
Stochastic process
11
Stochastischer Prozess
11
Saisonkomponente
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Seasonal component
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Statistical theory
7
Statistische Methodenlehre
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7
VAR-Modell
7
Autocorrelation
6
Autokorrelation
6
Fractional integration
6
Maximum likelihood estimation
6
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6
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4
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4
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38
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Taylor, Robert
Gil-Alaña, Luis A.
61
Phillips, Peter C. B.
55
Chang, Tsangyao
31
Caporale, Guglielmo Maria
30
Camacho, Maximo
22
Harvey, David I.
22
Leybourne, Stephen James
22
Westerlund, Joakim
17
Pérez-Quirós, Gabriel
16
Ranjbar, Omid
16
Shahbaz, Muhammad
15
Omay, Tolga
14
Ramírez, Miguel D.
14
Lee, Junsoo
13
Lütkepohl, Helmut
13
Magdalinos, Tassos
13
Narayan, Paresh Kumar
13
Bahmani-Oskooee, Mohsen
12
Perron, Pierre
12
Tiwari, Aviral Kumar
12
Cavaliere, Giuseppe
11
Saikkonen, Pentti
11
Stock, James H.
11
Österholm, Pär
11
Franses, Philip Hans
10
Kejriwal, Mohitosh
10
Kruse, Robinson
10
Mills, Terence C.
10
Smyth, Russell
10
Yaya, OlaOluwa S.
10
Gupta, Rangan
9
Kunst, Robert M.
9
Lieberman, Offer
9
Lopez, Claude
9
Nielsen, Morten Ørregaard
9
Wagner, Martin
9
Chang, Yoosoon
8
Cook, Steven
8
Eberhardt, Markus
8
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Econometric theory
7
Journal of econometrics
7
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Journal of empirical finance
3
Discussion papers in economics
1
Discussion papers in economics / School of Economics
1
Economics discussion paper series : EDP
1
Oxford bulletin of economics and statistics
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The econometrics journal
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ECONIS (ZBW)
38
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1
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
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
3
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
4
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:
5
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:
6
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
7
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
8
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:
9
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
10
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
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