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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Harvey, Andrew C."
~person:"Leybourne, Stephen James"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Time series analysis
Finanzmarkt
Theorie
123
Theory
123
Zeitreihenanalyse
69
Einheitswurzeltest
25
Unit root test
25
Estimation theory
21
Schätztheorie
21
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13
Forecasting model
13
Prognoseverfahren
13
Schätzung
13
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12
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12
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12
Autocorrelation
11
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11
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11
Nonlinear regression
11
Statistical test
10
Statistischer Test
10
Structural break
9
Strukturbruch
9
Börsenkurs
8
Share price
8
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7
Regression analysis
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Spekulationsblase
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Heteroscedasticity
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6
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67
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63
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51
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51
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50
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68
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Harvey, Andrew C.
Leybourne, Stephen James
Teräsvirta, Timo
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
43
Perron, Pierre
30
Taylor, Robert
28
Koop, Gary
27
Lütkepohl, Helmut
27
Koopman, Siem Jan
26
Granger, C. W. J.
24
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
7
Econometric reviews
4
Applied economics
3
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Economics letters
2
Energy economics
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Business cycles, indicators, and forecasting
1
Cambridge working papers in economics
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Vol. 1
1
Información comercial española / Cuadernos económicos
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
On modelling the long run in applied economics
1
State space and unobserved component models : theory and applications
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
69
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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