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~person:"Taylor, Robert"
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Search: subject:"Unit root test"
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Einheitswurzeltest
78
Unit root test
78
Theorie
48
Theory
48
Time series analysis
38
Zeitreihenanalyse
38
Saisonale Schwankungen
21
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21
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13
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13
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13
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13
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12
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12
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11
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10
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10
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10
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10
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8
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5
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22
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78
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Taylor, Robert
Phillips, Peter C. B.
109
Chang, Tsangyao
98
Gil-Alaña, Luis A.
78
Narayan, Paresh Kumar
74
Westerlund, Joakim
70
Caporale, Guglielmo Maria
56
Su, Chi-Wei
53
Harvey, David I.
47
Leybourne, Stephen James
43
Kapetanios, George
38
Chang, Hsu-Ling
37
Lee, Junsoo
35
Wagner, Martin
35
Nielsen, Morten Ørregaard
34
Smyth, Russell
33
Yu, Jun
30
Rodrigues, Paulo M. M.
29
Breitung, Jörg
28
Lütkepohl, Helmut
27
Österholm, Pär
27
Bahmani-Oskooee, Mohsen
26
Pesaran, M. Hashem
26
Jansson, Michael
25
Omay, Tolga
25
Perron, Pierre
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
24
Lopez, Claude
24
Hanck, Christoph
23
Kunst, Robert M.
23
Shin, Yongcheol
23
Popp, Stephan
22
Ranjbar, Omid
22
Tiwari, Aviral Kumar
21
Cerrato, Mario
20
Chang, Yoosoon
20
Hassler, Uwe
20
Lee, Chien-chiang
20
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15
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15
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11
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7
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6
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6
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3
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2
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2
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2
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2
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1
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ECONIS (ZBW)
78
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1
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:
2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
5
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:
6
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
7
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
Saved in:
8
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
9
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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