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subject:"Stochastic process"
subject:"Time series analysis"
~person:"Taylor, Robert"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Stochastic process
Time series analysis
Theorie
69
Theory
69
Einheitswurzeltest
43
Unit root test
43
Zeitreihenanalyse
35
Saisonale Schwankungen
20
Seasonal variations
20
Stochastischer Prozess
16
Bootstrap approach
13
Bootstrap-Verfahren
13
Statistical test
12
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Bubbles
3
Econometrics
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Non-commercial literature
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English
42
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Taylor, Robert
Phillips, Peter C. B.
124
Franses, Philip Hans
106
Gil-Alaña, Luis A.
104
Koopman, Siem Jan
96
Caporale, Guglielmo Maria
74
McAleer, Michael
65
Koop, Gary
59
Lütkepohl, Helmut
58
Härdle, Wolfgang
54
Sibbertsen, Philipp
54
Lucas, André
50
Maravall Herrero, Agustín
50
Pesaran, M. Hashem
50
Teräsvirta, Timo
49
Hyndman, Rob J.
48
Kunst, Robert M.
45
Marcellino, Massimiliano
45
Swanson, Norman R.
45
Dijk, Herman K. van
43
Linton, Oliver
42
Yu, Jun
41
Escudero, Laureano F.
39
Harvey, Andrew C.
39
Lux, Thomas
38
Robinson, Peter M.
38
Saikkonen, Pentti
38
Hassler, Uwe
37
Bauwens, Luc
36
Timmermann, Allan
35
Perron, Pierre
34
Feng, Yuanhua
33
Hallin, Marc
33
Hecq, Alain W. J.
33
Johansen, Søren
33
Granger, C. W. J.
32
Chan, Joshua
31
Proietti, Tommaso
31
Haldrup, Niels
30
Herwartz, Helmut
29
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
6
Econometric reviews
5
Journal of econometrics
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Journal of empirical finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
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ECONIS (ZBW)
42
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1
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:
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
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:
4
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
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
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
7
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:
8
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:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
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
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