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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"
~type_genre:"Article in journal"
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Time series analysis
Finanzmarkt
Theorie
116
Theory
116
Zeitreihenanalyse
62
Einheitswurzeltest
25
Unit root test
25
Forecasting model
18
Prognoseverfahren
18
Estimation theory
15
Schätztheorie
15
Autocorrelation
12
Autokorrelation
12
Nichtlineare Regression
12
Nonlinear regression
12
Saisonale Schwankungen
12
Seasonal variations
12
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Structural break
9
Strukturbruch
9
Volatility
9
Volatilität
9
Statistical test
8
Statistischer Test
8
Bubbles
7
Börsenkurs
7
Regression analysis
7
Regressionsanalyse
7
Share price
7
Spekulationsblase
7
State space model
6
Zustandsraummodell
6
Business cycle
5
Cointegration
5
Correlation
5
Decomposition method
5
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5
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5
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Article
61
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Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
57
Arbeitspapier
49
Working Paper
49
Graue Literatur
48
Non-commercial literature
48
Book section
5
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4
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4
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2
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English
61
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1
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Leybourne, Stephen James
Proietti, Tommaso
Teräsvirta, Timo
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Lütkepohl, Helmut
28
Taylor, Robert
28
Koopman, Siem Jan
26
Koop, Gary
25
Granger, C. W. J.
24
Harvey, Andrew C.
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
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
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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Econometric reviews
7
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
International journal of forecasting
4
Applied economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Economics letters
2
Energy economics
2
Journal of time series econometrics
2
Business cycles, indicators, and forecasting
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
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
The Manchester School
1
The Oxford handbook of economic forecasting
1
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ECONIS (ZBW)
62
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1
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:
2
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:
3
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:
4
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:
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
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