//--> //--> //-->
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:"Harvey, David I."
subject:"Time series analysis"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Share price
Estimation
14
Schätzung
14
Theorie
10
Theory
10
Zeitreihenanalyse
6
Cointegration
4
G7 countries
4
G7-Staaten
4
Kointegration
4
Bubbles
3
Business cycle
3
Börsenkurs
3
Einheitswurzeltest
3
Explosive autoregression
3
Konjunktur
3
Spekulationsblase
3
Structural break
3
Strukturbruch
3
Unit root test
3
Welt
3
World
3
1972-1996
2
Break date estimation
2
Commodity price
2
Interest rate
2
Rohstoffpreis
2
Statistical test
2
Statistischer Test
2
Stochastic growth model
2
Stochastisches Wachstumsmodell
2
USA
2
United States
2
Zins
2
1650-2005
1
1973-1998
1
Augmented regression
1
Autocorrelation
1
Autokorrelation
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Working Paper
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
8
Author
All
Harvey, David I.
Gil-Alaña, Luis A.
202
Caporale, Guglielmo Maria
163
Gupta, Rangan
103
Pierdzioch, Christian
48
McAleer, Michael
47
Tiwari, Aviral Kumar
43
Koopman, Siem Jan
41
Pesaran, M. Hashem
39
Bohl, Martin T.
36
Wohar, Mark E.
35
Hautsch, Nikolaus
34
Härdle, Wolfgang
32
McMillan, David G.
32
Zaremba, Adam
31
Narayan, Paresh Kumar
30
Bollerslev, Tim
29
Chang, Tsangyao
28
Marcellino, Massimiliano
24
Weber, Enzo
24
Herwartz, Helmut
23
Kapetanios, George
23
Lütkepohl, Helmut
23
Todorov, Viktor
23
Allen, David E.
22
Balcilar, Mehmet
22
Salisu, Afees A.
22
Gao, Jiti
20
Ma, Feng
20
Sibbertsen, Philipp
20
Tauchen, George Eugene
20
Theissen, Erik
20
Chiang, Thomas C.
19
Döpke, Jörg
19
Franses, Philip Hans
19
Moosa, Imad A.
19
Timmermann, Allan
19
Cheung, Yin-Wong
18
Entorf, Horst
18
Jawadi, Fredj
18
Koop, Gary
18
more ...
less ...
Published in...
All
Applied economics
2
Econometric reviews
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Journal of empirical finance
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
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:
3
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:
4
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
5
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
- In:
Applied economics
37
(
2005
)
2
,
pp. 165-175
Persistent link: https://www.econbiz.de/10002537362
Saved in:
6
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
7
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
-
1999
Persistent link: https://www.econbiz.de/10001428337
Saved in:
8
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->