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~person:"Elliott, Graham"
~person:"Taylor, Robert"
~subject:"Industrieländer"
~subject:"Time series analysis"
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Search: subject_exact:"Phillips-Perron-Test"
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Industrieländer
Time series analysis
Einheitswurzeltest
97
Unit root test
97
Theorie
62
Theory
62
Zeitreihenanalyse
41
Saisonale Schwankungen
21
Seasonal variations
21
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14
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14
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13
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Elliott, Graham
Taylor, Robert
Phillips, Peter C. B.
52
Gil-Alaña, Luis A.
47
Chang, Tsangyao
28
Caporale, Guglielmo Maria
26
Harvey, David I.
22
Leybourne, Stephen James
21
Westerlund, Joakim
17
Ranjbar, Omid
16
Lopez, Claude
14
Omay, Tolga
14
Perron, Pierre
14
Lee, Junsoo
13
Lütkepohl, Helmut
13
Magdalinos, Tassos
13
Narayan, Paresh Kumar
13
Ramírez, Miguel D.
12
Bahmani-Oskooee, Mohsen
11
Cavaliere, Giuseppe
11
Saikkonen, Pentti
11
Kejriwal, Mohitosh
10
Kruse, Robinson
10
Smyth, Russell
10
Lieberman, Offer
9
Nielsen, Morten Ørregaard
9
Wagner, Martin
9
Cook, Steven
8
Gao, Jiti
8
Kapetanios, George
8
Lanne, Markku
8
Shahbaz, Muhammad
8
Yaya, OlaOluwa S.
8
Benati, Luca
7
Elmi, Zahra Mila
7
Franchi, Massimo
7
Gregoriou, Andros
7
Kontonikas, Alexandros
7
Kunst, Robert M.
7
Nazlıoğlu, Şaban
7
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ECONIS (ZBW)
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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
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:
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
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
4
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:
5
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:
6
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
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7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
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8
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:
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
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
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