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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~person:"Kapetanios, George"
~subject:"Strukturbruch"
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Zeitreihenanalyse
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2
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Newbold, Paul
Kapetanios, George
Phillips, Peter C. B.
13
Gil-Alaña, Luis A.
7
Hong, Yongmiao
7
Chambers, Marcus J.
6
Leybourne, Stephen James
6
Saikkonen, Pentti
6
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5
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5
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4
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4
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4
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4
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4
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3
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3
Choi, In
3
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Gao, Jiti
3
Grégoir, Stéphane
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Harris, David
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Hatemi-J, Abdulnasser
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Jong, Robert M. de
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Applied economics
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5
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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1
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
2
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:
3
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
4
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
5
Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul
- In:
Applied economics
28
(
1996
)
4
,
pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
Saved in:
6
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
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