//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Signifikanztest"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Zeitreihenanalyse
Statistical test
19
Statistischer Test
19
Time series analysis
10
Theory
9
Einheitswurzeltest
6
Unit root test
6
Forecasting model
4
Persistence
4
Predictive regression
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Estimation theory
3
Schätztheorie
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Conditional distribution
2
Endogeneity
2
Estimation
2
Fixed regressor wild bootstrap
2
Kapitaleinkommen
2
Schätzung
2
Structural break
2
Strukturbruch
2
Volatility
2
Volatilität
2
Analysis of variance
1
Bubbles
1
Causality analysis
1
Conditional and unconditional heteroskedasticity
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Lehrbuch
Article in journal
14
Arbeitspapier
9
Working Paper
9
Graue Literatur
5
Non-commercial literature
5
Language
All
English
14
Author
All
Taylor, Robert
Khalaf, Lynda
12
Leybourne, Stephen James
11
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Sun, Yixiao
10
Kurozumi, Eiji
9
Phillips, Peter C. B.
9
Whang, Yoon-jae
9
Wied, Dominik
9
Demetrescu, Matei
8
Harvey, David I.
8
Perron, Pierre
8
Saikkonen, Pentti
8
Velasco, Carlos
8
Baltagi, Badi H.
7
Chen, Yi-ting
7
Delgado, Miguel A.
7
Gil-Alaña, Luis A.
7
Lobato, Ignacio N.
7
Stengos, Thanasēs
7
Swanson, Norman R.
7
Vogelsang, Timothy J.
7
Andrews, Donald W. K.
6
Busetti, Fabio
6
Clark, Todd E.
6
Davidson, Russell
6
Franses, Philip Hans
6
Herwartz, Helmut
6
Linton, Oliver
6
MacKinnon, James G.
6
McCracken, Michael W.
6
Pesaran, M. Hashem
6
Romano, Joseph P.
6
Savin, N. Eugene
6
Sentana, Enrique
6
Xiao, Zhijie
6
Beaulieu, Marie-Claude
5
Breitung, Jörg
5
Chang, Tsangyao
5
more ...
less ...
Published in...
All
Journal of econometrics
4
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Econometric theory
1
Journal of empirical finance
1
Journal of time series econometrics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
7
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:
8
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
9
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
Saved in:
10
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->