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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Taylor, Robert"
~subject:"USA"
~subject:"Varianzanalyse"
~subject:"Welt"
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Großbritannien
Time series analysis
USA
Varianzanalyse
Welt
Theorie
9
Theory
9
Einheitswurzeltest
5
Unit root test
5
Zeitreihenanalyse
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Volatility
3
Volatilität
3
Börsenkurs
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Estimation
2
Lag model
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Lag-Modell
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Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
Share price
2
Statistical test
2
Statistischer Test
2
(periodic) nonstationary volatility
1
Analysis of variance
1
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Bootstrap
1
Bubbles
1
Capital income
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Co-integration
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Cointegration
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Conditional heteroscedasticity
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Data-based lag selection
1
Econometrics
1
Explosive autoregression
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
HEGY tests
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Taylor, Robert
Wolf, Michael
8
Franses, Philip Hans
7
Ledoit, Olivier
7
De Nard, Gianluca
6
Hinich, Melvin J.
6
Spanos, Aris
6
Engle, Robert F.
5
Kilian, Lutz
5
Phillips, Peter C. B.
5
Andreou, Elena
4
Maasoumi, Esfandiar
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Bordignon, Silvano
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Dick van
3
Jawadi, Fredj
3
Kim, Chang-jin
3
Maddala, Gangadharrao S.
3
McAleer, Michael
3
Proietti, Tommaso
3
Swanson, Norman R.
3
Zellner, Arnold
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Barnett, William A.
2
Bruder, Stefan
2
Chan, Joshua
2
Chauvet, Marcelle
2
Di Bartolomeo, Giovanni
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Granger, C. W. J.
2
Hafner, Christian M.
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
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Econometric reviews
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
DAE working paper
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
6
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1
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:
2
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:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
4
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:
5
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
6
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
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