//--> //--> //-->
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:"Leybourne, Stephen James"
~subject:"Explosive autoregression"
~subject:"Großbritannien"
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:"trend-cycle"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Explosive autoregression
Großbritannien
Time series analysis
63
Zeitreihenanalyse
63
Theorie
28
Theory
28
Estimation theory
22
Schätztheorie
22
Einheitswurzeltest
21
Unit root test
21
Structural break
18
Strukturbruch
18
Statistical test
10
Statistischer Test
10
Estimation
7
Schätzung
7
USA
6
United States
6
Bubbles
5
Spekulationsblase
5
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Share price
4
United Kingdom
4
Cointegration
3
Correlation
3
Kointegration
3
Korrelation
3
Trend break
3
Volatility
3
Volatilität
3
rational bubble
3
1972-1996
2
Confidence sets
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
G7 countries
2
G7-Staaten
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Leybourne, Stephen James
Gil-Alaña, Luis A.
58
Caporale, Guglielmo Maria
36
Mills, Terence C.
25
Hendry, David F.
13
Franses, Philip Hans
12
Hall, Stephen G.
12
Allen, David E.
10
Kunst, Robert M.
10
Marcellino, Massimiliano
10
Oxley, Les
10
Candelon, Bertrand
9
Engsted, Tom
9
Greasley, David
9
McAleer, Michael
9
Jordà, Òscar
8
Kapetanios, George
8
Knüppel, Malte
8
Miller, Stephen M.
8
Yang, Minxian
8
Gupta, Rangan
7
Hildenbrand, Werner
7
Jumah, Adusei
7
Kneip, Alois
7
Moosa, Imad A.
7
Peel, David
7
Smith, Richard J.
7
Trani, Tommaso
7
Vahey, Shaun P.
7
Faggio, Giulia
6
Koop, Gary
6
Price, Simon
6
Shephard, Neil G.
6
Teräsvirta, Timo
6
Van Reenen, John
6
Artis, Michael J.
5
Bos, Charles S.
5
Breitung, Jörg
5
Canarella, Giorgio
5
Connolly, Sara
5
more ...
less ...
Institution
All
Trinity College
1
Published in...
All
Econometric reviews
3
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
Trinity economic papers
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
2
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
3
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
4
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
5
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
6
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
7
Trends and cycles in British industrial production, 1700 - 1913
Crafts, Nicholas
- In:
Journal of the Royal Statistical Society
152
(
1989
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001065240
Saved in:
8
The climacteric in late Victorian Britain and France : a reappraisal of the evidence
Crafts, Nicholas
- In:
Journal of applied econometrics
4
(
1989
)
2
,
pp. 103-117
Persistent link: https://www.econbiz.de/10001066021
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->