//--> //--> //-->
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:"Taylor, Robert"
~subject:"Regressionsanalyse"
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:"testing"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Statistical test
30
Statistischer Test
30
Theorie
18
Theory
18
Time series analysis
17
Zeitreihenanalyse
17
Einheitswurzeltest
10
Unit root test
10
Structural break
8
Strukturbruch
8
Estimation theory
6
Schätztheorie
6
Stochastic process
6
Stochastischer Prozess
6
Forecasting model
5
Predictive regression
5
Prognoseverfahren
5
Regression analysis
5
Börsenkurs
4
Fractional integration
4
Lagrange multiplier testing principle
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Persistence
4
Share price
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Volatility
3
Volatilität
3
conditional heteroskedasticity
3
level breaks
3
local Whittle likelihood
3
spurious long memory
3
Autocorrelation
2
Autokorrelation
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Taylor, Robert
Phillips, Peter C. B.
23
Dette, Holger
16
Dufour, Jean-Marie
13
Neumeyer, Natalie
11
Sun, Yixiao
10
Canay, Ivan A.
9
Moreira, Marcelo J.
9
Stock, James H.
9
Xu, Ke-Li
8
Andrews, Donald W. K.
7
Arai, Yoichi
7
Cai, Zongwu
7
Hsu, Yu-Chin
7
Khalaf, Lynda
7
Pesaran, M. Hashem
7
West, Kenneth D.
7
Demetrescu, Matei
6
Godfrey, L. G.
6
Kolesár, Michal
6
Lee, Sokbae
6
Wan, Yuanyuan
6
Westerlund, Joakim
6
Baltagi, Badi H.
5
Bruhn, Miriam
5
Bugni, Federico A.
5
Coudin, Elise
5
Forchini, Giovanni
5
Guo, Junjie
5
Härdle, Wolfgang
5
Kitagawa, Toru
5
McAleer, Michael
5
Wagner, Martin
5
Anatolyev, Stanislav
4
Andreou, Elena
4
Armstrong, Timothy
4
Belloni, Alexandre
4
Breunig, Christoph
4
Chernozhukov, Victor
4
Cho, Jin Seo
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
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:
3
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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->