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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Jordanov, Jordan V."
~person:"Leybourne, Stephen James"
~type:"article"
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Zeitreihenanalyse
Theorie
71
Theory
71
Time series analysis
39
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25
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25
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13
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Newbold, Paul
Jordanov, Jordan V.
Leybourne, Stephen James
Franses, Philip Hans
57
Phillips, Peter C. B.
55
Gil-Alaña, Luis A.
43
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
28
Koop, Gary
26
Koopman, Siem Jan
26
Granger, C. W. J.
24
Harvey, Andrew C.
23
Mills, Terence C.
23
Caporale, Guglielmo Maria
22
Ghysels, Eric
22
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
McAleer, Michael
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Proietti, Tommaso
17
Stock, James H.
17
Clements, Michael P.
16
Engle, Robert F.
16
Haldrup, Niels
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Gupta, Rangan
14
Harvey, David I.
14
Herwartz, Helmut
14
Lucas, André
14
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
4
Economics letters
4
Oxford bulletin of economics and statistics
3
Econometric reviews
2
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Journal of the Royal Statistical Society
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Journal of time series econometrics
2
The econometrics journal
2
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International statistical review : a journal of the International Statistical Institute and its associations
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1
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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
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ECONIS (ZBW)
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1
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
2
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:
3
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
4
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:
5
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
6
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
7
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:
8
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:
9
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:
10
On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
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