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subject:"Einheitswurzeltest"
~person:"Harvey, David I."
~subject:"Estimation theory"
~subject:"G7 countries"
~subject:"United States"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
Estimation theory
G7 countries
United States
Time series analysis
44
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44
Unit root test
22
Theorie
21
Theory
21
Structural break
17
Strukturbruch
17
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10
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6
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33
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Harvey, David I.
Phillips, Peter C. B.
135
Gil-Alaña, Luis A.
125
Caporale, Guglielmo Maria
101
Gao, Jiti
82
Koopman, Siem Jan
78
Franses, Philip Hans
63
Lütkepohl, Helmut
57
Taylor, Robert
57
Stock, James H.
56
Watson, Mark W.
55
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50
Kapetanios, George
50
Teräsvirta, Timo
48
Leybourne, Stephen James
44
Nielsen, Morten Ørregaard
42
Pesaran, M. Hashem
40
Gupta, Rangan
39
Harvey, Andrew C.
37
Perron, Pierre
37
Swanson, Norman R.
37
Engle, Robert F.
35
Koop, Gary
35
Linton, Oliver
35
Lucas, André
34
Sibbertsen, Philipp
33
Chang, Tsangyao
32
McAleer, Michael
31
Lanne, Markku
30
Saikkonen, Pentti
30
Haldrup, Niels
29
Hassler, Uwe
29
Cavaliere, Giuseppe
28
Diebold, Francis X.
28
Härdle, Wolfgang
27
Nelson, Daniel B.
27
Newbold, Paul
27
Maravall Herrero, Agustín
26
Li, Degui
25
Dijk, Herman K. van
24
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6
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3
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3
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2
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2
Economic research paper / Loughborough University, Department of Economics
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
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2
A companion to economic forecasting
1
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1
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1
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1
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ECONIS (ZBW)
33
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33
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
2
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:
3
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:
4
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
5
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:
6
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
7
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
8
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:
9
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
10
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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