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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Leybourne, Stephen James"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio selection"
~subject:"Scientific modelling"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
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Portfolio selection
Scientific modelling
Time varying parameters
Theorie
19
Theory
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Time series analysis
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Einheitswurzeltest
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rational bubble
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right-tailed unit root testing
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Leybourne, Stephen James
Spanos, Aris
Chan, Joshua
14
Koop, Gary
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Kapetanios, George
7
Harvey, David I.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
An, Sungbae
5
Castelnuovo, Efrem
5
Haque, Qazi
5
Kilian, Lutz
5
Maasoumi, Esfandiar
5
Pesaran, M. Hashem
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Franses, Philip Hans
4
Gouriéroux, Christian
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Caggiano, Giovanni
3
Caporale, Guglielmo Maria
3
Cavaliere, Giuseppe
3
Chan, Joshua C. C.
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
Maddala, Gangadharrao S.
3
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
Journal of the Royal Statistical Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
4
Economics letters
4
Journal of econometrics
4
Oxford bulletin of economics and statistics
3
The journal of economic methodology
3
American journal of agricultural economics
2
Econometric theory
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Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Journal of time series econometrics
2
The econometrics journal
2
A companion to economic forecasting
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1
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International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of macroeconomics
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Journal of monetary economics
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Journal of risk and financial management : JRFM
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Review of quantitative finance and accounting
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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
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The International library of critical writings in econometrics
1
The Manchester School
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ECONIS (ZBW)
17
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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
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
5
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:
6
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:
7
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
8
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:
9
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
10
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
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