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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Theorie
92
Theory
92
Zeitreihenanalyse
46
Einheitswurzeltest
25
Unit root test
25
Estimation theory
14
Schätztheorie
14
Autocorrelation
11
Autokorrelation
11
Forecasting model
11
Nichtlineare Regression
11
Nonlinear regression
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9
Structural break
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9
ARCH model
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Bubbles
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Börsenkurs
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Aufsatz im Buch
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42
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34
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English
45
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Leybourne, Stephen James
Teräsvirta, Timo
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Lütkepohl, Helmut
28
Taylor, Robert
28
Koopman, Siem Jan
26
Koop, Gary
25
Granger, C. W. J.
24
Harvey, Andrew C.
24
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric reviews
4
Applied economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economics letters
2
Energy economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Business cycles, indicators, and forecasting
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
The Manchester School
1
The Oxford handbook of economic forecasting
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ohne Titel
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ECONIS (ZBW)
46
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1
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10
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46
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date (oldest first)
1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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