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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~subject:"Spekulationsblase"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Spekulationsblase
Theorie
92
Theory
92
Zeitreihenanalyse
46
Einheitswurzeltest
25
Unit root test
25
Estimation theory
14
Schätztheorie
14
Autocorrelation
11
Autokorrelation
11
Forecasting model
11
Nichtlineare Regression
11
Nonlinear regression
11
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11
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9
Schätzung
9
Structural break
9
Strukturbruch
9
ARCH model
8
ARCH-Modell
8
Statistical test
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Statistischer Test
8
Bubbles
7
Börsenkurs
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Share price
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Regression analysis
6
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Volatilität
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Explosive autoregression
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Cointegration
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Correlation
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Financial market
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4
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4
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4
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48
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Aufsatz im Buch
Article in journal
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45
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34
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34
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33
Non-commercial literature
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English
48
Spanish
1
Author
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Leybourne, Stephen James
Teräsvirta, Timo
Phillips, Peter C. B.
61
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
McAleer, Michael
25
Granger, C. W. J.
24
Harvey, Andrew C.
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Hecq, Alain W. J.
23
Mills, Terence C.
23
Allen, Franklin
21
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Jarrow, Robert A.
20
Newbold, Paul
20
Gupta, Rangan
19
Swanson, Norman R.
19
Engle, Robert F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Herwartz, Helmut
17
Hyndman, Rob J.
17
Lux, Thomas
17
Harvey, David I.
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Sornette, Didier
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engsted, Tom
15
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric reviews
4
Applied economics
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
The econometrics journal
2
Business cycles, indicators, and forecasting
1
Econometric theory
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 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
1
The Oxford handbook of economic forecasting
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ECONIS (ZBW)
49
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1
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49
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date (oldest first)
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
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:
4
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:
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
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:
9
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:
10
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
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