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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
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Search: subject:"Unit root test"
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Einheitswurzeltest
192
Unit root test
192
Theorie
82
Theory
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Time series analysis
67
Zeitreihenanalyse
67
Panel
53
Panel study
53
Structural break
42
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Narayan, Paresh Kumar
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
103
Chang, Tsangyao
88
Gil-Alaña, Luis A.
78
Caporale, Guglielmo Maria
56
Su, Chi-Wei
50
Leybourne, Stephen James
43
Harvey, David I.
40
Kapetanios, George
38
Chang, Hsu-Ling
34
Lee, Junsoo
34
Smyth, Russell
33
Wagner, Martin
33
Nielsen, Morten Ørregaard
32
Rodrigues, Paulo M. M.
29
Breitung, Jörg
28
Lütkepohl, Helmut
27
Pesaran, M. Hashem
26
Bahmani-Oskooee, Mohsen
25
Jansson, Michael
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
24
Kunst, Robert M.
23
Lopez, Claude
23
Omay, Tolga
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Shin, Yongcheol
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Lee, Chien-chiang
20
Ranjbar, Omid
20
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19
Elliott, Graham
19
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19
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19
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19
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19
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19
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21
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5
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International review of economics & finance : IREF
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ECONIS (ZBW)
192
EconStor
1
RePEc
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1
The factor analytical approach in trending near unit root panels
Norkutė, Milda
;
Westerlund, Joakim
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012601025
Saved in:
2
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:
3
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
4
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
5
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:
6
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
7
Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
8
Subnational government tax revenue capacity and effort convergence : new evidence from sequential unit root tests
Mahdavi, Saeid
;
Westerlund, Joakim
- In:
Economic modelling
73
(
2018
),
pp. 174-183
Persistent link: https://www.econbiz.de/10012100521
Saved in:
9
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
10
A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
-
2015
Persistent link: https://www.econbiz.de/10010507891
Saved in:
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