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~person:"Leybourne, Stephen James"
~person:"Peel, David"
~subject:"Explosive autoregression"
~subject:"Großbritannien"
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Explosive autoregression
Großbritannien
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
Estimation
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15
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Statistischer Test
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Kaufkraftparität
12
Purchasing power parity
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United Kingdom
11
Nichtlineare Regression
9
Nonlinear regression
9
Volatility
6
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Bubbles
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Autocorrelation
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Leybourne, Stephen James
Peel, David
Gil-Alaña, Luis A.
58
Caporale, Guglielmo Maria
36
Mills, Terence C.
25
Hendry, David F.
13
Franses, Philip Hans
12
Hall, Stephen G.
12
Allen, David E.
10
Kunst, Robert M.
10
Marcellino, Massimiliano
10
Oxley, Les
10
Candelon, Bertrand
9
Engsted, Tom
9
Greasley, David
9
McAleer, Michael
9
Jordà, Òscar
8
Kapetanios, George
8
Knüppel, Malte
8
Miller, Stephen M.
8
Yang, Minxian
8
Gupta, Rangan
7
Hildenbrand, Werner
7
Jumah, Adusei
7
Kneip, Alois
7
Moosa, Imad A.
7
Smith, Richard J.
7
Trani, Tommaso
7
Vahey, Shaun P.
7
Faggio, Giulia
6
Koop, Gary
6
Price, Simon
6
Shephard, Neil G.
6
Teräsvirta, Timo
6
Van Reenen, John
6
Artis, Michael J.
5
Bos, Charles S.
5
Breitung, Jörg
5
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5
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1
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Economics letters
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
7
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
8
Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies
Peel, David
;
Speight, Alan E. H.
- In:
Applied economics
32
(
2000
)
6
,
pp. 705-715
Persistent link: https://www.econbiz.de/10001521059
Saved in:
9
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.
;
Peel, David
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
Saved in:
10
Threshold nonlinearities in output : some international evidence
Peel, David
- In:
Applied economics
30
(
1998
)
3
,
pp. 323-333
Persistent link: https://www.econbiz.de/10001243873
Saved in:
1
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