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~subject:"Time series analysis"
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Time series analysis
Theorie
122
Theory
122
Zeitreihenanalyse
113
Einheitswurzeltest
68
Unit root test
68
Estimation theory
42
Schätztheorie
42
Structural break
38
Strukturbruch
38
Estimation
29
Schätzung
29
Forecasting model
28
Prognoseverfahren
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28
USA
22
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22
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16
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14
Cointegration
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13
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11
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Börsenkurs
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Purchasing power parity
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Regressionsanalyse
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Share price
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10
Regression analysis
10
Spekulationsblase
10
Welt
10
World
10
Volatility
9
Volatilität
9
Commodity price
7
Rohstoffpreis
7
Statistical theory
7
Statistische Methodenlehre
7
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14
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Article
83
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English
112
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Leybourne, Stephen James
69
Newbold, Paul
55
Harvey, David I.
39
Taylor, Robert
25
McCabe, Brendan Peter Martin
8
Sollis, Robert
8
Kim, Tae-hwan
6
Kuan, Chung-ming
6
Nunes, Luis C.
6
Harris, David
5
Mills, Terence C.
5
Astill, Sam
4
Iacone, Fabrizio
4
Kim, Tae-Hwan
4
Agiakloglou, Christos N.
3
Leybourne, Stephen J.
3
Mise, Emi
3
Pfaffenzeller, Stephan
3
Rayner, Anthony J.
3
Cavaliere, Giuseppe
2
Crafts, Nicholas
2
Granger, C. W. J.
2
Marriott, John Arthur Ransome
2
Whitehouse, Emily J.
2
Wohar, Mark E.
2
Ansley, Craig F.
1
Aristidou, Chrystalleni
1
Ariño, Miguel A.
1
Barassi, Marco R.
1
Bos, Theodore
1
Georgiev, Iliyan
1
Kellard, Neil
1
Miller, John P.
1
Mizen, Paul
1
Rayner, Tony
1
Smith, Vanessa
1
Tombini, Alexandre Antônio
1
Tremayne, Andrew R.
1
Vougas, Dimitrios
1
Vougas, Dimitrios V.
1
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Loughborough University / Department of Economics
1
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Journal of econometrics
12
Economics letters
9
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
6
Applied economics
5
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
An Elgar reference collection
3
Econometric reviews
3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of time series econometrics
3
Discussion papers in economics / School of Economics
2
Journal of the Royal Statistical Society
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The international library of critical writings in econometrics
2
Applied financial economics
1
CREATES Research Paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Economic theory and mathematical economics
1
Economic theory, econometrics, and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
1
Forecasting in the presence of structural breaks and model uncertainty
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of agricultural economics
1
Journal of economic literature
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Liverpool research papers in economics, finance and accounting
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ECONIS (ZBW)
112
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1
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
2
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:
3
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
4
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:
5
Tests for forecast encompassing
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974765
Saved in:
6
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
;
Mills, Terence C.
;
Newbold, Paul
-
1996
Persistent link: https://www.econbiz.de/10000949555
Saved in:
7
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
8
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
9
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
10
Trend-stationary, difference-stationary, or neither: further diagnostic tests with an application to US Real GNP, 1875 - 1993
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
- In:
Journal of economics & business
53
(
2001
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10001581771
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