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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Explosive autoregression"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Explosive autoregression
Schätztheorie
Theorie
55
Theory
55
Einheitswurzeltest
26
Unit root test
26
Zeitreihenanalyse
24
Estimation
8
Estimation theory
8
Schätzung
8
Structural break
8
Strukturbruch
8
Bubbles
7
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Spekulationsblase
7
Statistical test
7
Statistischer Test
7
Cointegration
4
Kaufkraftparität
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Kointegration
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Purchasing power parity
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Regression analysis
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Regressionsanalyse
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Predictive regression
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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rational bubble
3
Autocorrelation
2
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2
Break date estimation
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Article
30
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Aufsatz im Buch
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30
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4
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Graue Literatur
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Non-commercial literature
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English
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Leybourne, Stephen James
Phillips, Peter C. B.
79
Franses, Philip Hans
59
Gil-Alaña, Luis A.
45
Perron, Pierre
39
McAleer, Michael
37
Granger, C. W. J.
35
Lütkepohl, Helmut
35
Pesaran, M. Hashem
34
Andrews, Donald W. K.
32
Gouriéroux, Christian
32
Koop, Gary
30
Newey, Whitney K.
29
Ghysels, Eric
28
Hendry, David F.
28
Li, Qi
28
Taylor, Robert
28
Baltagi, Badi H.
27
Koopman, Siem Jan
27
Robinson, Peter M.
27
Caporale, Guglielmo Maria
26
Harvey, Andrew C.
26
Hassler, Uwe
25
Teräsvirta, Timo
25
Krämer, Walter
24
Mills, Terence C.
24
Swanson, Norman R.
24
Saikkonen, Pentti
23
Giles, David E. A.
22
Hecq, Alain W. J.
22
Lee, Lung-fei
22
Ohtani, Kazuhiro
22
Stock, James H.
22
Hong, Yongmiao
21
Horowitz, Joel
21
Härdle, Wolfgang
21
Newbold, Paul
21
Schmidt, Peter
21
Dufour, Jean-Marie
20
Haldrup, Niels
20
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Econometric reviews
2
Journal of forecasting
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The econometrics journal
2
Econometric theory
1
Economics letters
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
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ECONIS (ZBW)
30
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1
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
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
Saved in:
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