//--> //--> //--> //-->
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
~isPartOf:"Department of Economics discussion paper / Department of Economics, The University of Birmingham"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
13
Unit root test
13
Theorie
11
Theory
11
Saisonale Schwankungen
6
Seasonal variations
6
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Heteroscedasticity
2
Heteroskedastizität
2
1955-1996
1
Großbritannien
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Ornstein Uhlenbeck Prozesse
1
Private consumption
1
Privater Konsum
1
Random Walk
1
Random walk
1
Regression analysis
1
Regressionsanalyse
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Structural break
1
Strukturbruch
1
United Kingdom
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Graue Literatur
11
Non-commercial literature
11
Language
All
English
13
Author
All
Taylor, Robert
11
Taylor, A. M. Robert
4
Rodrigues, Paulo M. M.
3
Smith, Richard J.
2
Burridge, Peter
1
Busetti, Fabio
1
Cavaliere, Giuseppe
1
Kim, Tae-hwan
1
Leybourne, Stephen James
1
more ...
less ...
Published in...
All
Department of Economics discussion paper / Department of Economics, The University of Birmingham
Economics letters
148
Applied economics letters
126
Journal of econometrics
119
Applied economics
118
Economic modelling
98
Econometric theory
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
53
Cowles Foundation discussion paper
45
Oxford bulletin of economics and statistics
44
The econometrics journal
42
MPRA Paper
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International review of economics & finance : IREF
28
Journal of international money and finance
26
Working paper
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of economics and financial issues : IJEFI
21
Theoretical and applied economics : GAER review
21
Applied financial economics
20
Working Paper
19
Journal of macroeconomics
18
Japan and the world economy : international journal of theory and policy
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Cowles Foundation Discussion Paper
15
Economic Modelling
15
Economics bulletin : EB
15
IHS economics series : working paper
15
Discussion paper / Department of Economics, University of California San Diego
14
Empirica : journal of european economics
14
International Journal of Energy Economics and Policy : IJEEP
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002672016
Saved in:
2
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
3
Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
Rodrigues, Paulo M. M.
;
Taylor, Robert
-
2003
Persistent link: https://www.econbiz.de/10001772443
Saved in:
4
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
Saved in:
5
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert
;
Busetti, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001663131
Saved in:
6
On tests for double differencing : some extensions and the role of initial values
Taylor, Robert
;
Rodrigues, Paulo M. M.
-
2002
Persistent link: https://www.econbiz.de/10001663134
Saved in:
7
Alternative estimators and unit root tests for seasonal autoregressive processes
Taylor, Robert
;
Rodrigues, Paulo M. M.
-
2002
Persistent link: https://www.econbiz.de/10001663139
Saved in:
8
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
9
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
10
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, A. M. Robert
-
1999
Persistent link: https://www.econbiz.de/10001379412
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->