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~person:"Leybourne, Stephen James"
~person:"Peel, David"
~subject:"Explosive autoregression"
~subject:"Großbritannien"
~subject:"Statistical test"
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Explosive autoregression
Großbritannien
Statistical test
Time series analysis
95
Zeitreihenanalyse
95
Theorie
44
Theory
44
Estimation theory
26
Schätztheorie
26
Einheitswurzeltest
24
Unit root test
24
Structural break
18
Strukturbruch
18
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15
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15
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Statistischer Test
13
Kaufkraftparität
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Nichtlineare Regression
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Nonlinear regression
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26
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Leybourne, Stephen James
Peel, David
Gil-Alaña, Luis A.
69
Caporale, Guglielmo Maria
39
Mills, Terence C.
25
Kunst, Robert M.
20
Phillips, Peter C. B.
20
Taylor, Robert
19
Franses, Philip Hans
17
Hendry, David F.
17
Teräsvirta, Timo
15
Candelon, Bertrand
14
Harvey, Andrew C.
14
Hall, Stephen G.
13
Kapetanios, George
13
Sibbertsen, Philipp
13
Pesaran, M. Hashem
12
Sun, Yixiao
12
Gao, Jiti
11
Allen, David E.
10
Busetti, Fabio
10
Haldrup, Niels
10
Harvey, David I.
10
Knüppel, Malte
10
Marcellino, Massimiliano
10
Oxley, Les
10
Costantini, Mauro
9
Engsted, Tom
9
Greasley, David
9
McAleer, Michael
9
Perron, Pierre
9
Velasco, Carlos
9
Yang, Minxian
9
Breitung, Jörg
8
Delgado, Miguel A.
8
Diks, Cees G. H.
8
Gupta, Rangan
8
Jordà, Òscar
8
Miller, Stephen M.
8
Psaradakis, Zacharias G.
8
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Applied economics
4
Econometric reviews
3
Economics letters
2
Journal of empirical finance
2
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1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Econometric theory
1
Economica
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of international money and finance
1
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1
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ECONIS (ZBW)
26
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios
;
Yusupova, Alisa
;
Payá, Ivan
; …
- In:
The journal of real estate finance and economics
53
(
2016
)
4
,
pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
Saved in:
7
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
8
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
9
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
10
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
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