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source:"econis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~person:"Leybourne, Stephen James"
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Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
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3
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2
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Explosive autoregression
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Leybourne, Stephen James
Phillips, Peter C. B.
87
Chen, Xiaohong
9
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7
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7
Taylor, Robert
7
Teräsvirta, Timo
7
Yu, Jun
7
Maasoumi, Esfandiar
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Magdalinos, Tassos
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Jin, Sainan
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Kapetanios, George
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Liao, Zhipeng
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Linton, Oliver
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Politis, Dimitris N.
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Cowles Foundation discussion paper
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10
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
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4
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Economic research paper / Loughborough University, Department of Economics
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The international library of critical writings in econometrics
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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ECONIS (ZBW)
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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:
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
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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