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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~person:"Leybourne, Stephen James"
~person:"Spanos, Aris"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
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Theorie
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Theory
10
Time series analysis
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Zeitreihenanalyse
8
Einheitswurzeltest
6
Unit root test
6
Heteroscedasticity
4
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Modellierung
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Scientific modelling
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Börsenkurs
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Share price
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Bubbles
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Estimation
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Estimation theory
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Explosive autoregression
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rational bubble
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right-tailed unit root testing
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1973-1991
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Capital income
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Aufsatz in Zeitschrift
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Leybourne, Stephen James
Spanos, Aris
McAleer, Michael
5
Ullah, Aman
5
Maasoumi, Esfandiar
4
Bera, Anil K.
3
Hendry, David F.
3
King, Maxwell L.
3
Kumbhakar, Subal
3
Steel, Mark F. J.
3
Ahn, Seung Chan
2
Asai, Manabu
2
Baltagi, Badi H.
2
Chan, Joshua
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Franses, Philip Hans
2
González-Rivera, Gloria
2
Hamori, Shigeyuki
2
Harvey, David I.
2
Jawadi, Fredj
2
Jensen, Mark J.
2
Knight, John L.
2
Lütkepohl, Helmut
2
Ohtani, Kazuhiro
2
Pesaran, M. Hashem
2
Psaradakis, Zacharias G.
2
Schmidt, Peter
2
Silvapulle, Paramsothy
2
Srivastava, Anil K.
2
Srivastava, Virendra K.
2
Taylor, Robert
2
Wooldridge, Jeffrey M.
2
Abaye, A.
1
Adkins, Lee Chester
1
Ai, Chunrong
1
Alghalith, Moawia
1
Allen, David E.
1
Anderson, Richard G.
1
Ando, Tomohiro
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Econometric reviews
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of forecasting
2
Applied economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economics letters
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Journal of the Royal Statistical Society
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
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:
3
On normality and the linear regression model
Spanos, Aris
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10001180045
Saved in:
4
Error autocorrelation revisited : the AR(1) case
Spanos, Aris
- In:
Econometric reviews
6
(
1987
)
2
,
pp. 285-294
Persistent link: https://www.econbiz.de/10001052102
Saved in:
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