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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Leybourne, Stephen James"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Stochastischer Prozess
Theorie
35
Theory
35
Time series analysis
16
Bubbles
11
Spekulationsblase
11
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11
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Leybourne, Stephen James
Phillips, Peter C. B.
Gil-Alaña, Luis A.
21
Gupta, Rangan
20
Gendreau, Michel
18
Chan, Joshua
16
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Escudero, Laureano F.
13
Makridakis, Spyros G.
12
Wang, Yudong
12
Hyndman, Rob J.
11
Koopman, Siem Jan
11
Liu, Ming
11
Taylor, Robert
11
Wallace, Stein W.
11
Westerlund, Joakim
11
Chu, Feng
10
Maggioni, Francesca
10
Rodriguez, Gabriel
10
Ruiz, Esther
10
Wohar, Mark E.
10
Wong, Wing Keung
10
Escobar, Marcos
9
Kang, Yanfei
9
Kim, Jong-Min
9
Marcellino, Massimiliano
9
McElroy, Tucker
9
Nonejad, Nima
9
Perron, Pierre
9
Rei, Walter
9
Shapiro, Alexander
9
Tsionas, Efthymios G.
9
Ulmer, Marlin Wolf
9
Zheng, Feifeng
9
Asai, Manabu
8
Chang, Tsangyao
8
Chu, Chengbin
8
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8
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Journal of econometrics
5
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4
Econometric reviews
2
Journal of empirical finance
2
Journal of time series econometrics
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of quantitative economics
1
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1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
4
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
5
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
6
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
7
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:
8
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:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
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