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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Proietti, Tommaso"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~subject:"Theorie"
~type_genre:"Article in journal"
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Time series analysis
Finanzmarkt
Theorie
Theory
116
Zeitreihenanalyse
62
Einheitswurzeltest
25
Unit root test
25
Forecasting model
18
Prognoseverfahren
18
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15
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15
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12
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12
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5
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115
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Leybourne, Stephen James
Proietti, Tommaso
Teräsvirta, Timo
Güth, Werner
183
Nijkamp, Peter
180
Pestieau, Pierre
174
Beladi, Hamid
168
Stiglitz, Joseph E.
158
Creedy, John
156
Frey, Bruno S.
156
Phillips, Peter C. B.
149
Thisse, Jacques-François
142
Tirole, Jean
142
Lai, Ching-chong
141
Broll, Udo
139
Long, Ngo Van
138
Marjit, Sugata
138
Cremer, Helmuth
136
Fabozzi, Frank J.
135
Turnovsky, Stephen J.
132
Lambertini, Luca
129
Färe, Rolf
125
Laffont, Jean-Jacques
121
Mukherjee, Arijit
119
Acemoglu, Daron
118
Jarrow, Robert A.
111
Devereux, Michael B.
108
Gersbach, Hans
108
Laporte, Gilbert
108
Shogren, Jason F.
108
Aghion, Philippe
107
Stark, Oded
106
Cheng, T. C. E.
104
Miceli, Thomas J.
104
Quiggin, John C.
104
Tsionas, Efthymios G.
103
Buchanan, James M.
102
Kumbhakar, Subal
102
Bossert, Walter
101
Gouriéroux, Christian
101
Konrad, Kai A.
101
Michel, Philippe
101
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100
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Journal of econometrics
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9
Oxford bulletin of economics and statistics
9
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8
International journal of forecasting
8
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8
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7
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5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied economics
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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2
Journal of the Royal Statistical Society
2
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L'hétérogénéité en économétrie : numéro spécial
1
Macroeconomic dynamics
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Special section on forecasting in manufacturing industry
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The Oxford handbook of economic forecasting
1
The econometrics of economic policy
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
116
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1
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116
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date (oldest first)
1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
3
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:
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
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:
6
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:
7
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
8
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
10
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
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