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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~subject:"Finanzmarkt"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Schätzung
Theorie
54
Theory
54
Einheitswurzeltest
25
Unit root test
25
Zeitreihenanalyse
24
Estimation
8
Estimation theory
8
Schätztheorie
8
Structural break
8
Strukturbruch
8
Bubbles
7
Börsenkurs
7
Share price
7
Spekulationsblase
7
Forecasting model
6
Prognoseverfahren
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Statistical test
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Statistischer Test
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Explosive autoregression
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Cointegration
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rational bubble
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Article
27
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Aufsatz im Buch
Article in journal
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27
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3
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Non-commercial literature
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English
27
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Leybourne, Stephen James
Phillips, Peter C. B.
67
Franses, Philip Hans
59
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
38
Gupta, Rangan
35
McAleer, Michael
33
Lütkepohl, Helmut
32
Koop, Gary
31
Ghysels, Eric
30
Perron, Pierre
30
Serletis, Apostolos
30
Taylor, Robert
29
Granger, C. W. J.
28
Koopman, Siem Jan
28
Kumbhakar, Subal
28
Mills, Terence C.
28
Harvey, Andrew C.
26
Pesaran, M. Hashem
26
Engle, Robert F.
25
Hendry, David F.
25
Moosa, Imad A.
25
Herwartz, Helmut
24
Hecq, Alain W. J.
23
Hong, Yongmiao
23
Härdle, Wolfgang
23
Teräsvirta, Timo
23
Hassler, Uwe
22
Jawadi, Fredj
22
MacDonald, Ronald
22
Peel, David
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Barnett, William A.
20
Newbold, Paul
20
Swanson, Norman R.
20
Stock, James H.
19
Bollerslev, Tim
18
Breitung, Jörg
18
Creedy, John
18
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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 empirical finance
3
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Economics letters
1
Journal of econometrics
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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ECONIS (ZBW)
27
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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
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:
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
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:
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
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
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:
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