//--> //--> //-->
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:"Chang, Tsangyao"
~person:"Taylor, Robert"
~subject:"Least squares method"
~subject:"Stochastic process"
~type_genre:"Graue Literatur"
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_exact:"Unit root test"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Least squares method
Stochastic process
Einheitswurzeltest
18
Unit root test
18
Theorie
14
Theory
14
Saisonale Schwankungen
6
Seasonal variations
6
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Volatility
4
Volatilität
4
Structural break
3
Strukturbruch
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Heteroscedasticity
2
Heteroskedastizität
2
Kleinste-Quadrate-Methode
2
Lag model
2
Lag-Modell
2
Saisonkomponente
2
Seasonal component
2
Statistical test
2
Statistischer Test
2
1955-1996
1
Dickey-Fuller type unit root
1
Estimation
1
Estimation theory
1
Großbritannien
1
HEGY tests
1
Level break fraction
1
OLS and GLS detrending
1
Ornstein Uhlenbeck Prozesse
1
Private consumption
1
Privater Konsum
1
Random Walk
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Chang, Tsangyao
Taylor, Robert
Kilian, Lutz
6
Phillips, Peter C. B.
6
Caner, Mehmet
5
Jansson, Michael
4
Nielsen, Morten Ørregaard
4
Perron, Pierre
4
Pesavento, Elena
3
Yabu, Tomoyoshi
3
Czudaj, Robert
2
Gao, Jiti
2
Gil-Alaña, Luis A.
2
Hanck, Christoph
2
Hlouskova, Jaroslava
2
Kurozumi, Eiji
2
Lieberman, Offer
2
Lopez, Claude
2
Rodrigues, Paulo M. M.
2
Rodriguez, Gabriel
2
Smeekes, Stephan
2
Wagner, Martin
2
Blomquist, Johan
1
Bowsher, Clive G.
1
Brien, Samuel
1
Burridge, Peter
1
Canova, Fabio
1
Castro, Tomás del Barrio
1
Cavaliere, Giuseppe
1
Chang, Yoosoon
1
Chatterji, Monojit
1
Choudhury, Homagni
1
Dashtseren, Khashbaatar
1
El Montasser, Ghassen
1
Fang, Xu
1
Farkas, Péter
1
Forni, Mario
1
Gaia Becheri, Irene
1
Grassi, Stefano
1
Gülcü, Abdullah
1
Hadri, Kaddour
1
more ...
less ...
Published in...
All
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Economics discussion paper series : EDP
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
2
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
3
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
4
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:
5
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:
6
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
7
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->