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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Taylor, Robert"
~source:"econis"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Kointegration
Estimation theory
23
Schätztheorie
23
Time series analysis
16
Zeitreihenanalyse
16
Einheitswurzeltest
9
Structural break
9
Strukturbruch
9
Unit root test
9
Bootstrap approach
6
Bootstrap-Verfahren
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Regressionsanalyse
5
Cointegration
4
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IVX estimation
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Taylor, Robert
Phillips, Peter C. B.
30
Linton, Oliver
19
Su, Liangjun
17
Baltagi, Badi H.
15
Cai, Zongwu
14
Chen, Songnian
14
Tu, Yundong
14
Kapetanios, George
12
Li, Qi
12
Sun, Yiguo
12
Westerlund, Joakim
12
Tsionas, Efthymios G.
11
Ullah, Aman
11
Xiao, Zhijie
11
Demetrescu, Matei
10
Kumar, Dilip
10
Li, Degui
10
Paruolo, Paolo
10
Zhang, Xinyu
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Gao, Jiti
9
Hansen, Bruce E.
9
Otsu, Taisuke
9
Parmeter, Christopher F.
9
Swanson, Norman R.
9
Yu, Ping
9
Chan, Ngai Hang
8
Chernozhukov, Victor
8
Hansen, Christian Bailey
8
Henderson, Daniel J.
8
Johansen, Søren
8
Koop, Gary
8
Racine, Jeffrey
8
Ramírez, Miguel D.
8
Robinson, Peter M.
8
Shang, Han Lin
8
Wagner, Martin
8
Wan, Alan T. K.
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Journal of econometrics
6
Econometric reviews
2
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
6
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
7
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Saved in:
8
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
9
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
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