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person:"Teräsvirta, Timo"
~person:"Harvey, David I."
~person:"Kontonikas, Alexandros"
~person:"Kunst, Robert M."
~subject:"Einheitswurzeltest"
~subject:"Unit root test"
~type:"article"
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Search: subject_exact:"Zykluskomponente"
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Einheitswurzeltest
Unit root test
Time series analysis
108
Zeitreihenanalyse
108
Theorie
51
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51
Estimation theory
28
Schätztheorie
28
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17
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23
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Teräsvirta, Timo
Harvey, David I.
Kontonikas, Alexandros
Kunst, Robert M.
Taylor, Robert
30
Chang, Tsangyao
28
Gil-Alaña, Luis A.
26
Phillips, Peter C. B.
21
Leybourne, Stephen James
20
Ranjbar, Omid
16
Omay, Tolga
14
Westerlund, Joakim
14
Ramírez, Miguel D.
12
Lee, Junsoo
11
Bahmani-Oskooee, Mohsen
10
Caporale, Guglielmo Maria
10
Cavaliere, Giuseppe
8
Cook, Steven
8
Nazlıoğlu, Şaban
8
Elmi, Zahra Mila
7
Narayan, Paresh Kumar
7
Yaya, OlaOluwa S.
7
Furuoka, Fumitaka
6
Lee, Chien-chiang
6
Lee, Hyejin
6
Meng, Ming
6
Perron, Pierre
6
Shahbaz, Muhammad
6
Su, Chi-Wei
6
Tiwari, Aviral Kumar
6
Wagner, Martin
6
Cai, Yifei
5
Chang, Hsu-Ling
5
Darné, Olivier
5
Emirmahmutoglu, Furkan
5
Gupta, Rangan
5
Kilic, Emre
5
Lopes, Artur C. B. da Silva
5
Magdalinos, Tassos
5
Sephton, Peter S.
5
Smyth, Russell
5
Xiao, Zhijie
5
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4
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4
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3
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2
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2
Journal of empirical finance
2
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1
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1
Handbook of research methods and applications in empirical macroeconomics
1
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1
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1
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1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
23
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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
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:
5
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:
6
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:
7
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:
8
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
9
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
10
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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