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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Finanzmarkt"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Prognoseverfahren
Theorie
54
Theory
54
Einheitswurzeltest
25
Unit root test
25
Zeitreihenanalyse
24
Estimation
8
Estimation theory
8
Schätztheorie
8
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8
Structural break
8
Strukturbruch
8
Bubbles
7
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6
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rational bubble
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Aufsatz im Buch
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28
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28
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Leybourne, Stephen James
Franses, Philip Hans
71
Phillips, Peter C. B.
61
Gupta, Rangan
46
Clements, Michael P.
42
Gil-Alaña, Luis A.
42
Diebold, Francis X.
37
Granger, C. W. J.
36
Hendry, David F.
36
Timmermann, Allan
35
Swanson, Norman R.
32
Lütkepohl, Helmut
31
Perron, Pierre
31
Koopman, Siem Jan
30
Pierdzioch, Christian
30
Taylor, Robert
30
Koop, Gary
29
Petropoulos, Fotios
28
Ghysels, Eric
27
McAleer, Michael
27
Marcellino, Massimiliano
26
Teräsvirta, Timo
26
Caporale, Guglielmo Maria
24
Harvey, Andrew C.
24
Makridakis, Spyros G.
24
Pesaran, M. Hashem
24
Hyndman, Rob J.
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Moosa, Imad A.
22
Newbold, Paul
22
Satchell, Stephen
22
Wang, Yudong
22
Engle, Robert F.
21
Hassler, Uwe
21
Herwartz, Helmut
20
Bollerslev, Tim
19
Harvey, David I.
19
Härdle, Wolfgang
19
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Econometric reviews
3
Journal of econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Economics letters
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Royal Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
28
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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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