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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Leybourne, Stephen James"
~person:"Lucas, André"
~person:"Maasoumi, Esfandiar"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"USA"
~subject:"Welt"
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Großbritannien
Time series analysis
USA
Welt
Theorie
68
Theory
68
Zeitreihenanalyse
29
Einheitswurzeltest
12
Unit root test
12
Estimation
11
Estimation theory
11
Schätztheorie
11
Schätzung
11
Forecasting model
10
Prognoseverfahren
10
Econometrics
9
Ökonometrie
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Börsenkurs
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Share price
8
Volatility
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Volatilität
8
Statistical test
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Statistischer Test
7
United States
7
Bubbles
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Spekulationsblase
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Stochastic process
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Cointegration
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Explosive autoregression
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Kointegration
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Capital income
4
Kapitaleinkommen
4
Modellierung
4
Panel
4
Panel study
4
Regression analysis
4
Regressionsanalyse
4
Scientific modelling
4
Structural break
4
Strukturbruch
4
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3
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Article
32
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32
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1
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1
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English
32
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Leybourne, Stephen James
Lucas, André
Maasoumi, Esfandiar
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
Franses, Philip Hans
10
Taylor, Robert
9
Hinich, Melvin J.
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Granger, C. W. J.
5
Harvey, David I.
5
Kilian, Lutz
5
Andreou, Elena
4
Cubadda, Gianluca
4
Dijk, Dick van
4
Maddala, Gangadharrao S.
4
Morley, James C.
4
Osborn, Denise R.
4
Bordignon, Silvano
3
Dagum, Estela Bee
3
Gil-Alaña, Luis A.
3
Jawadi, Fredj
3
Kapetanios, George
3
Kim, Chang-jin
3
Lee, Tae-hwy
3
McAleer, Michael
3
Moon, Hyungsik Roger
3
Pesaran, M. Hashem
3
Tzavalis, Elias
3
Urbain, Jean-Pierre
3
Zellner, Arnold
3
Zivot, Eric
3
Asai, Manabu
2
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Banerjee, Anindya
2
Barnett, William A.
2
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Conference on the Econometrics of Economic Policy <1995, Fiesole>
1
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Econometric reviews
Journal of empirical finance
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Cowles Foundation discussion paper
47
Journal of econometrics
35
Discussion paper / Tinbergen Institute
32
Working papers / Rutgers University, Department of Economics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Econometric theory
15
International journal of forecasting
13
Cowles Foundation Discussion Paper
12
Discussion paper / Department of Economics, University of California San Diego
11
Working paper / National Bureau of Economic Research, Inc.
10
CEIS Working Paper
8
Journal of applied econometrics
8
Department of Economics discussion paper series / University of Oxford
7
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
The econometrics journal
5
Applied economics
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER Working Paper
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CREATES research paper
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Working paper series / European Central Bank
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers of interdisciplinary research project 373
2
EERI research paper series
2
Economics discussion papers
2
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ECONIS (ZBW)
32
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1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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
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
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
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
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:
7
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
8
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
10
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
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