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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Stock, James H."
~subject:"Finanzmarkt"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Schätzung
Theorie
95
Theory
95
Zeitreihenanalyse
40
Einheitswurzeltest
27
Unit root test
27
USA
21
United States
21
Estimation theory
19
Schätztheorie
19
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Statistical test
9
Statistical theory
9
Statistische Methodenlehre
9
Statistischer Test
9
Structural break
9
Strukturbruch
9
Bubbles
7
Börsenkurs
7
Share price
7
Spekulationsblase
7
Cointegration
5
Explosive autoregression
5
Kointegration
5
Kaufkraftparität
4
Phillips curve
4
Phillips-Kurve
4
Purchasing power parity
4
Regression analysis
4
Regressionsanalyse
4
Volatility
4
Volatilität
4
Econometrics
3
Frühindikator
3
Index
3
Index number
3
Leading indicator
3
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9
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1
Type of publication
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Article
46
Type of publication (narrower categories)
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Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
42
Arbeitspapier
14
Working Paper
14
Graue Literatur
10
Non-commercial literature
10
Book section
4
Mehrbändiges Werk
2
Multi-volume publication
2
Aufsatzsammlung
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English
45
Spanish
1
Author
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Leybourne, Stephen James
Stock, James H.
Phillips, Peter C. B.
67
Franses, Philip Hans
59
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
38
Gupta, Rangan
35
McAleer, Michael
33
Lütkepohl, Helmut
32
Koop, Gary
31
Ghysels, Eric
30
Perron, Pierre
30
Serletis, Apostolos
30
Taylor, Robert
29
Granger, C. W. J.
28
Koopman, Siem Jan
28
Kumbhakar, Subal
28
Mills, Terence C.
28
Harvey, Andrew C.
26
Pesaran, M. Hashem
26
Engle, Robert F.
25
Hendry, David F.
25
Moosa, Imad A.
25
Herwartz, Helmut
24
Hecq, Alain W. J.
23
Hong, Yongmiao
23
Härdle, Wolfgang
23
Teräsvirta, Timo
23
Hassler, Uwe
22
Jawadi, Fredj
22
MacDonald, Ronald
22
Peel, David
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Barnett, William A.
20
Newbold, Paul
20
Swanson, Norman R.
20
Bollerslev, Tim
18
Breitung, Jörg
18
Creedy, John
18
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Applied economics
3
Econometric reviews
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Journal of econometrics
2
Journal of time series econometrics
2
The econometrics journal
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Handbook of macroeconomics ; Vol. 1A
1
Información comercial española / Cuadernos económicos
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
NBER macroeconomics annual
1
Reducing inflation : motivation and strategy
1
Spanish economic review : SER
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The econometrics of economic policy
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
The review of economic studies
1
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ECONIS (ZBW)
46
Showing
1
-
10
of
46
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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
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:
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
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:
5
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:
6
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
7
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:
8
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:
9
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:
10
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:
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