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~person:"Hsieh, David A."
~person:"McAleer, Michael"
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Search: subject:"Statistische Methodenlehre"
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Time series analysis
Statistical theory
31
Statistische Methodenlehre
31
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24
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24
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16
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9
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9
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4
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English
16
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Hsieh, David A.
McAleer, Michael
Taylor, Robert
Härdle, Wolfgang
12
Perron, Pierre
10
Hafner, Christian M.
9
Koop, Gary
9
Diebold, Francis X.
8
Franke, Jürgen
7
Stock, James H.
7
Vogelsang, Timothy J.
7
Mariano, Roberto S.
6
Phillips, Peter C. B.
6
Schlittgen, Rainer
6
Brock, William A.
5
Franses, Philip Hans
5
McCallum, Bennett T.
5
Silvapulle, Paramsothy
5
Stambaugh, Robert F.
5
Breunig, Christoph
4
Choi, In
4
DeLima, Pedro J. F.
4
Dijk, Herman K. van
4
Johansen, Søren
4
Kozicki, Sharon
4
Kunst, Robert M.
4
Pesaran, M. Hashem
4
Pástor, Ľuboš
4
White, Halbert
4
Bierens, Herman J.
3
Cheung, Yin-Wong
3
Christiano, Lawrence J.
3
Eckstein, Peter P.
3
Engle, Robert F.
3
Ericsson, Neil R.
3
Gamerman, Dani
3
Granger, C. W. J.
3
Guégan, Dominique
3
Hanke, John E.
3
Hasan, M. N.
3
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1
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1
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1
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1
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1
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1
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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
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:
3
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
4
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
5
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
6
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
7
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
8
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
9
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
10
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
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