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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~person:"Wohar, Mark E."
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Theorie
90
Theory
90
Time series analysis
32
Einheitswurzeltest
29
Unit root test
29
Estimation
20
Volatility
18
Volatilität
18
Börsenkurs
13
Saisonale Schwankungen
13
Seasonal variations
13
Share price
13
USA
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United States
13
Bootstrap approach
11
Bootstrap-Verfahren
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11
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10
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10
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Stochastischer Prozess
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Seasonal component
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Aktienmarkt
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Statistical theory
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1
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Article
53
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Aufsatz in Zeitschrift
Article in journal
53
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English
53
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Taylor, Robert
Wohar, Mark E.
Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
56
Gupta, Rangan
41
Caporale, Guglielmo Maria
37
Koop, Gary
31
Ghysels, Eric
29
Perron, Pierre
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Leybourne, Stephen James
28
Timmermann, Allan
27
Koopman, Siem Jan
26
Pesaran, M. Hashem
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Moosa, Imad A.
25
Hendry, David F.
24
Hong, Yongmiao
24
Engle, Robert F.
23
Herwartz, Helmut
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Peel, David
21
Bollerslev, Tim
20
Engsted, Tom
20
Newbold, Paul
20
Diebold, Francis X.
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Härdle, Wolfgang
19
Satchell, Stephen
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
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Econometric reviews
6
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Finance research letters
3
The econometrics journal
3
Applied financial economics
2
Energy economics
2
Journal of empirical finance
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
Southern economic journal
2
The European journal of finance
2
The economic journal : the journal of the Royal Economic Society
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of forecasting
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Journal of international economics
1
Journal of money, credit and banking : JMCB
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Journal of multinational financial management
1
Journal of time series econometrics
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The Manchester School
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
53
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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
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
4
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:
5
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:
6
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:
7
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
8
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
9
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
10
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
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