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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Hong, Yongmiao"
~person:"Leybourne, Stephen James"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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| 6 applied filters
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Time series analysis
Theorie
87
Theory
87
Zeitreihenanalyse
43
Einheitswurzeltest
26
Unit root test
26
Statistical test
17
Statistischer Test
17
Estimation
15
Schätzung
15
Estimation theory
14
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14
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12
Prognoseverfahren
12
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11
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Börsenkurs
8
Share price
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7
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Aufsatz im Buch
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Aufsatz in Zeitschrift
43
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English
43
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Hong, Yongmiao
Leybourne, Stephen James
Phillips, Peter C. B.
55
Franses, Philip Hans
53
Gil-Alaña, Luis A.
45
Perron, Pierre
30
Taylor, Robert
28
Lütkepohl, Helmut
27
Koop, Gary
26
Koopman, Siem Jan
26
Granger, C. W. J.
24
Caporale, Guglielmo Maria
23
Harvey, Andrew C.
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hassler, Uwe
21
Teräsvirta, Timo
21
Ghysels, Eric
20
Hendry, David F.
20
McAleer, Michael
20
Newbold, Paul
20
Hyndman, Rob J.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engle, Robert F.
15
Haldrup, Niels
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Pesaran, M. Hashem
15
Gupta, Rangan
14
Herwartz, Helmut
14
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
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Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric reviews
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
The review of economics and statistics
2
Economics letters
1
Finance research letters
1
International economic review
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The review of economic studies
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ECONIS (ZBW)
43
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43
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1
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
2
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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
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:
6
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
7
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:
8
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:
9
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
10
Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao
;
Wang, Xia
;
Wang, Shouyang
- In:
International economic review
58
(
2017
)
4
,
pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
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