//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Psaradakis, Zacharias G."
~person:"Sollis, Robert"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Unit Root Test"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Einheitswurzeltest
13
Unit root test
13
Theory
11
Bubbles
6
Spekulationsblase
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Share price
5
Autocorrelation
4
Autokorrelation
4
Estimation
4
Schätzung
4
Kaufkraftparität
3
Nichtlineare Regression
3
Nonlinear regression
3
Purchasing power parity
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Hyperinflation
2
Markov chain
2
Markov-Kette
2
explosive autoregression
2
1918-1924
1
1983-1989
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Argentina
1
Argentinien
1
Bootstrap
1
Cointegration
1
Consumer price index
1
Date-stamping
1
Deutschland (bis 1945)
1
Estimation theory
1
Exchange rate
1
Explosive autoregression
1
Explosive behavior
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
11
Author
All
Psaradakis, Zacharias G.
Sollis, Robert
Taylor, Robert
29
Leybourne, Stephen James
25
Phillips, Peter C. B.
19
Chang, Tsangyao
17
Gil-Alaña, Luis A.
16
Lee, Junsoo
16
Westerlund, Joakim
16
Harvey, David I.
14
Cavaliere, Giuseppe
10
Cook, Steven
10
Newbold, Paul
10
Rodrigues, Paulo M. M.
10
Su, Chi-Wei
9
Chang, Yoosoon
8
Narayan, Paresh Kumar
7
Park, Joon Y.
7
Ranjbar, Omid
7
Wagner, Martin
7
Xiao, Zhijie
7
Caporale, Guglielmo Maria
6
Kim, Tae-hwan
6
Sephton, Peter S.
6
Shin, Dong-wan
6
Strazicich, Mark
6
Bahmani-Oskooee, Mohsen
5
Carrion i Silvestre, Josep Lluís
5
Chang, Hsu-Ling
5
Jansson, Michael
5
Jong, Robert M. de
5
Kurozumi, Eiji
5
Lee, Chien-chiang
5
Lopes, Artur C. B. da Silva
5
Lütkepohl, Helmut
5
Montañés, Antonio
5
Nazlıoğlu, Şaban
5
Omay, Tolga
5
Perron, Pierre
5
Ramírez, Miguel D.
5
more ...
less ...
Published in...
All
Economics letters
2
Applied financial economics
1
Economic modelling
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
5
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
Saved in:
6
A simple
unit
root
test
against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert
- In:
Economic modelling
26
(
2009
)
1
,
pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
Saved in:
7
US dollar real exchange rates : nonlinearity revisited
Sollis, Robert
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 516-528
Persistent link: https://www.econbiz.de/10003717294
Saved in:
8
Markov level shifts and the unit-root hypothesis
Psaradakis, Zacharias G.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001651355
Saved in:
9
A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
72
(
2001
)
3
,
pp. 317-323
Persistent link: https://www.econbiz.de/10001602347
Saved in:
10
Stochastic unit roots modelling of stock price indices
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 311-315
Persistent link: https://www.econbiz.de/10001526293
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->