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~person:"Taylor, Robert"
~subject:"Predictive regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Zeitreihenanalyse
Time series analysis
30
Theorie
26
Theory
26
Bootstrap approach
21
Bootstrap-Verfahren
21
Statistical test
19
Statistischer Test
19
Einheitswurzeltest
18
Unit root test
18
Estimation theory
11
Schätztheorie
11
Regression analysis
9
Regressionsanalyse
9
Volatility
8
Volatilität
8
Forecasting model
7
Prognoseverfahren
7
Saisonale Schwankungen
7
Seasonal variations
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Cointegration
5
Estimation
5
Kapitaleinkommen
5
Kointegration
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Schätzung
5
Statistical theory
5
Statistische Methodenlehre
5
Börsenkurs
4
Endogeneity
4
Fractional integration
4
Heteroscedasticity
4
Heteroskedastizität
4
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Article
33
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Aufsatz in Zeitschrift
Article in journal
33
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15
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12
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English
33
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Taylor, Robert
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
27
Koop, Gary
19
Perron, Pierre
19
Linton, Oliver
18
Hong, Yongmiao
16
Franses, Philip Hans
15
Gupta, Rangan
15
Teräsvirta, Timo
15
Chan, Joshua
14
Gao, Jiti
14
Cavaliere, Giuseppe
13
Kapetanios, George
13
Leybourne, Stephen James
13
Vogelsang, Timothy J.
13
Westerlund, Joakim
13
Chang, Tsangyao
12
Park, Joon Y.
12
Peel, David
11
Cai, Zongwu
10
Demetrescu, Matei
10
Caporale, Guglielmo Maria
9
Chen, Xiaohong
9
Dagum, Estela Bee
9
Harvey, David I.
9
Li, Jia
9
Marcellino, Massimiliano
9
Xiao, Zhijie
9
Ashley, Richard A.
8
Dijk, Dick van
8
Herwartz, Helmut
8
Hidalgo, Javier
8
Hounyo, Ulrich
8
Korobilis, Dimitris
8
Lucas, André
8
McElroy, Tucker
8
Payá, Ivan
8
Pesaran, M. Hashem
8
Politis, Dimitris N.
8
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Journal of econometrics
10
Econometric reviews
4
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Journal of empirical finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of time series econometrics
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
33
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1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
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:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
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:
7
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:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
10
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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