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Search: person:"Taylor, A. M. Robert"
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Subject
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Unit root test
97
Time series analysis
95
Zeitreihenanalyse
95
Theorie
90
Theory
90
Einheitswurzeltest
86
Bootstrap approach
38
Bootstrap-Verfahren
38
Estimation theory
37
Schätztheorie
37
Statistical test
29
Statistischer Test
29
Saisonale Schwankungen
28
Seasonal variations
28
Cointegration
26
Volatility
26
Volatilität
26
Kointegration
25
Structural break
24
Strukturbruch
24
Heteroscedasticity
21
Heteroskedastizität
21
Stochastic process
21
Stochastischer Prozess
21
wild bootstrap
19
Co-integration
17
Estimation
16
Schätzung
16
VAR model
13
VAR-Modell
13
Regression analysis
11
Regressionsanalyse
11
Saisonkomponente
11
Seasonal component
11
Autocorrelation
10
Autokorrelation
10
fractional integration
10
Bootstrap
9
Forecasting model
9
Prognoseverfahren
9
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Undetermined
79
Free
70
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Article
260
Book / Working Paper
128
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Article in journal
113
Aufsatz in Zeitschrift
113
Working Paper
55
Arbeitspapier
50
Graue Literatur
42
Non-commercial literature
42
Collection of articles of several authors
3
Sammelwerk
3
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2
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1
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1
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1
research-article
1
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Language
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English
219
Undetermined
169
Author
All
Taylor, Robert
158
Cavaliere, Giuseppe
107
Taylor, A. M. Robert
99
Harvey, David I.
78
Taylor, A.M. Robert
74
Leybourne, Stephen J.
61
Rahbek, Anders
42
Leybourne, Stephen James
40
Taylor, A.M.Robert
40
Rodrigues, Paulo M. M.
20
Busetti, Fabio
16
Nielsen, Morten Ørregaard
16
Smith, Richard J.
14
Rodrigues, Paulo M.M.
13
Burridge, Peter
12
Taylor, A M Robert
12
Iacone, Fabrizio
11
Smeekes, Stephan
11
Leybourne, Stephen
9
Astill, Sam
8
Castro, Tomás del Barrio
8
Georgiev, Iliyan
8
Osborn, Denise R.
8
Trenkler, Carsten
8
Chambers, Marcus J.
7
Harris, David
7
Barrio Castro, Tomás del
6
Phillips, Peter C. B.
6
Robert, Taylor A.M.
5
Boswijk, Herman Peter
4
Cavaliere, Guiseppe
4
Harvey, David
4
Kim, Tae-Hwan
4
Kim, Tae-hwan
4
Stephan, Smeekes
4
Abadir, Karim M.
3
Angelis, Luca De
3
Bailey, Ralph W.
3
Boswijk, H. Peter
3
De Angelis, Luca
3
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Institution
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Granger Centre for Time Series Econometrics, School of Economics
22
School of Economics and Management, University of Aarhus
6
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
4
Økonomisk Institut, Københavns Universitet
4
Banco de Portugal
2
Department of Economics, University of Birmingham
2
Economics Department, Queen's University
2
Graduate School of Business and Economics (GSBE), School of Business and Economics
2
Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
2
School of Economics, University of Manchester
2
School of Economics, University of Nottingham
2
Abteilung für Volkswirtschaftslehre, Universität Mannheim
1
Banca d'Italia
1
Centro de Estudios Andaluces, Government of Andalusia
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics and Related Studies, University of York
1
Department of Economics, European University Institute
1
European University Institute / Department of Economics
1
Granger Centre for Time Series Econometrics
1
Tinbergen Instituut
1
University <Nottingham> / Department of Economics
1
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Published in...
All
Econometric theory
49
Journal of econometrics
49
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
22
Econometric Theory
22
Department of Economics discussion paper / Department of Economics, The University of Birmingham
19
Journal of Econometrics
19
Oxford bulletin of economics and statistics
16
Econometric reviews
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of Time Series Analysis
12
Oxford Bulletin of Economics and Statistics
9
Econometric Reviews
7
CREATES Research Papers
6
CREATES research paper
6
Studies in Nonlinear Dynamics & Econometrics
6
Journal of Business & Economic Statistics
5
Journal of empirical finance
5
Discussion Papers / Økonomisk Institut, Københavns Universitet
4
Discussion papers / Department of Economics, University of Copenhagen
4
Economics letters
4
Quaderni di Dipartimento
4
Queen's Economics Department working paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
CREATES Research Paper
3
Discussion papers in economics
3
Queen's Economics Department Working Paper
3
Discussion Papers / Department of Economics, University of Birmingham
2
Discussion Papers / School of Economics, University of Nottingham
2
Discussion papers in economics / School of Economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics Journal
2
Economics Letters
2
Economics discussion paper series : EDP
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Journal of Applied Econometrics
2
Research Memoranda / Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
2
Research Memorandum / Graduate School of Business and Economics (GSBE), School of Business and Economics
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The Manchester School
2
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Source
All
ECONIS (ZBW)
176
RePEc
144
OLC EcoSci
56
Other ZBW resources
6
EconStor
5
USB Cologne (business full texts)
1
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388
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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
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
5
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
6
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:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
9
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:
10
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
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