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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Taylor, Robert"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Time series analysis
USA
Theorie
78
Theory
78
Einheitswurzeltest
47
Unit root test
47
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39
Saisonale Schwankungen
23
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23
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Taylor, Robert
Franses, Philip Hans
121
Gil-Alaña, Luis A.
119
Phillips, Peter C. B.
109
Koopman, Siem Jan
95
Caporale, Guglielmo Maria
92
Heckman, James J.
71
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69
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68
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64
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59
Pesaran, M. Hashem
59
Diebold, Francis X.
56
Maravall Herrero, Agustín
54
Swanson, Norman R.
53
Teräsvirta, Timo
53
Acemoglu, Daron
52
Marcellino, Massimiliano
52
Christiano, Lawrence J.
50
Dijk, Herman K. van
49
Lucas, André
49
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48
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48
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47
Granger, C. W. J.
45
Kunst, Robert M.
44
Glaeser, Edward L.
43
Hassler, Uwe
43
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42
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42
Harvey, Andrew C.
42
Stock, James H.
41
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39
Feng, Yuanhua
39
Saikkonen, Pentti
39
Bollerslev, Tim
36
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36
Greenwood, Jeremy
36
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36
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36
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7
Econometric reviews
5
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4
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4
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3
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2
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ECONIS (ZBW)
39
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
4
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
5
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:
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 performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
8
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:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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