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~person:"Taylor, Robert"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
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Time series analysis
Wirkungsanalyse
Theorie
81
Theory
81
Einheitswurzeltest
48
Unit root test
48
Zeitreihenanalyse
42
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
18
Stochastischer Prozess
18
Statistical test
16
Statistischer Test
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Volatility
13
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13
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8
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Share price
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English
42
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Taylor, Robert
Franses, Philip Hans
135
Phillips, Peter C. B.
129
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
72
Heckman, James J.
69
Härdle, Wolfgang
68
Koop, Gary
67
Pesaran, M. Hashem
66
McAleer, Michael
62
Teräsvirta, Timo
61
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Swanson, Norman R.
53
Granger, C. W. J.
52
Kunst, Robert M.
50
Lucas, André
49
Engle, Robert F.
48
Hendry, David F.
48
Dijk, Herman K. van
47
Hassler, Uwe
47
Hyndman, Rob J.
47
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Stock, James H.
43
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Saikkonen, Pentti
40
Kapetanios, George
39
Lux, Thomas
39
Mills, Terence C.
39
Robinson, Peter M.
39
Feng, Yuanhua
37
Timmermann, Allan
37
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
DAE working paper
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam
1
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1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
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1
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
2
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
3
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
4
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
5
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
6
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
7
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
8
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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
Saved in:
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