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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Teräsvirta, Timo"
~subject:"Autokorrelation"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Time series analysis
Autokorrelation
Finanzmarkt
Theorie
93
Theory
93
Zeitreihenanalyse
46
Einheitswurzeltest
26
Unit root test
26
Estimation theory
14
Schätztheorie
14
Forecasting model
12
Prognoseverfahren
12
Autocorrelation
11
Nichtlineare Regression
11
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11
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Schätzung
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Statistical test
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9
Structural break
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ARCH model
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Correlation
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45
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35
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English
48
Spanish
1
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Leybourne, Stephen James
Teräsvirta, Timo
Phillips, Peter C. B.
67
Franses, Philip Hans
57
Gil-Alaña, Luis A.
45
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
29
Koop, Gary
28
Granger, C. W. J.
26
Koopman, Siem Jan
26
McAleer, Michael
25
Caporale, Guglielmo Maria
24
Harvey, Andrew C.
24
Mills, Terence C.
24
Ghysels, Eric
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
Lesage, James P.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Saikkonen, Pentti
18
Herwartz, Helmut
17
Lee, Lung-fei
17
Härdle, Wolfgang
16
Peña, Daniel
16
Proietti, Tommaso
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Jawadi, Fredj
15
Johansen, Søren
15
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Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Applied economics
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 financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
Business cycles, indicators, and forecasting
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 empirical finance
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
The Manchester School
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The Oxford handbook of economic forecasting
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ECONIS (ZBW)
49
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49
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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
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
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:
7
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:
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
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:
10
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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