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source:"econis"
~person:"Taylor, Robert"
~subject:"Stochastischer Prozess"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Wirtschaftswachstum
Time series analysis
88
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Theorie
42
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42
Einheitswurzeltest
38
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38
Estimation theory
25
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Bootstrap-Verfahren
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Taylor, Robert
Phillips, Peter C. B.
40
Gil-Alaña, Luis A.
39
Koopman, Siem Jan
39
Gao, Jiti
26
Chan, Joshua
24
McAleer, Michael
23
Camacho, Maximo
21
Caporale, Guglielmo Maria
18
Pérez-Quirós, Gabriel
16
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Lucas, André
14
Asai, Manabu
13
Blasques, Francisco
12
Yu, Jun
12
Marcellino, Massimiliano
11
Harvey, Andrew C.
10
Härdle, Wolfgang
10
Koop, Gary
10
Zhang, Bo
10
Österholm, Pär
10
Benth, Fred Espen
9
Chang, Tsangyao
9
Clark, Todd E.
9
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9
Kilian, Lutz
9
Mills, Terence C.
9
Park, Joon Y.
9
Shephard, Neil G.
9
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8
Cross, Jamie
8
Dong, Chaohua
8
Eberhardt, Markus
8
Franses, Philip Hans
8
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8
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8
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8
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Econometric reviews
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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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
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
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:
4
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
5
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
6
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
Saved in:
7
An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
;
Taylor, Robert
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
Saved in:
8
Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
Saved in:
9
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
10
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
-
2000
Persistent link: https://www.econbiz.de/10013442514
Saved in:
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