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subject:"United States"
type:"article"
~person:"Taylor, Robert"
~subject:"Spieltheorie"
~subject:"Zeitreihenanalyse"
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United States
Spieltheorie
Zeitreihenanalyse
Theorie
53
Theory
53
Einheitswurzeltest
30
Unit root test
30
Time series analysis
28
Saisonale Schwankungen
13
Seasonal variations
13
Bootstrap approach
11
Bootstrap-Verfahren
11
Stochastic process
10
Stochastischer Prozess
10
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Autocorrelation
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VAR model
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Bubbles
3
Econometrics
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3
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3
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3
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28
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Taylor, Robert
Franses, Philip Hans
61
Phillips, Peter C. B.
58
Güth, Werner
57
Gil-Alaña, Luis A.
52
Fudenberg, Drew
34
Heckman, James J.
34
Binmore, Ken
33
Samuelson, Larry
33
Koop, Gary
32
Lütkepohl, Helmut
31
Caporale, Guglielmo Maria
30
Perron, Pierre
30
Granger, C. W. J.
29
Koopman, Siem Jan
29
Levine, David K.
29
Tijs, Stef
29
Palfrey, Thomas R.
28
Stock, James H.
28
Diebold, Francis X.
26
Engle, Robert F.
26
Mills, Terence C.
26
Roth, Alvin E.
26
Ghysels, Eric
25
Gupta, Rangan
25
Jackson, Matthew O.
25
Swanson, Norman R.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Leybourne, Stephen James
24
Peleg, Bezalel
24
Newbold, Paul
23
Hall, Robert Ernest
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
McAleer, Michael
22
Rubinstein, Ariel
22
Shubik, Martin
22
Teräsvirta, Timo
22
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Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Journal of time series econometrics
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ECONIS (ZBW)
28
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
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:
3
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
4
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
5
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:
6
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:
7
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
8
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:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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