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subject:"Zeitreihenanalyse"
subject:"Ökonometrie"
~person:"Taylor, Robert"
~person:"Timmermann, Allan"
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Zeitreihenanalyse
Ökonometrie
Theorie
268
Theory
268
Forecasting model
99
Prognoseverfahren
99
Time series analysis
79
Einheitswurzeltest
48
Unit root test
48
Estimation
43
Schätzung
43
Capital income
40
Kapitaleinkommen
40
Börsenkurs
30
Share price
30
Stochastic process
30
Stochastischer Prozess
30
Structural break
29
Strukturbruch
29
USA
28
United States
28
Volatility
27
Volatilität
27
Saisonale Schwankungen
24
Seasonal variations
24
Economic forecast
21
Wirtschaftsprognose
21
Business cycle
20
Konjunktur
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Portfolio selection
18
Portfolio-Management
18
Statistical test
18
Statistischer Test
18
Bayes-Statistik
16
Bayesian inference
16
Econometrics
13
CAPM
12
Autocorrelation
11
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Free
23
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20
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Book / Working Paper
52
Article
42
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Article in journal
41
Aufsatz in Zeitschrift
41
Arbeitspapier
35
Working Paper
35
Graue Literatur
32
Non-commercial literature
32
Collection of articles of several authors
4
Sammelwerk
4
Aufsatz im Buch
2
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2
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2
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2
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1
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1
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English
94
Author
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Taylor, Robert
Timmermann, Allan
Phillips, Peter C. B.
147
Franses, Philip Hans
141
Koopman, Siem Jan
116
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
86
Pesaran, M. Hashem
84
Härdle, Wolfgang
77
Koop, Gary
75
Lütkepohl, Helmut
74
Hendry, David F.
70
McAleer, Michael
70
Teräsvirta, Timo
62
Dijk, Herman K. van
61
Granger, C. W. J.
61
Sibbertsen, Philipp
57
Harvey, Andrew C.
56
Maravall Herrero, Agustín
55
Swanson, Norman R.
55
Engle, Robert F.
53
Kunst, Robert M.
53
Hyndman, Rob J.
52
Bauwens, Luc
49
Lucas, André
48
Ghysels, Eric
47
Hassler, Uwe
47
Marcellino, Massimiliano
47
Stock, James H.
47
Hallin, Marc
45
Proietti, Tommaso
43
Watson, Mark W.
43
Mills, Terence C.
42
Robinson, Peter M.
42
Gao, Jiti
41
Perron, Pierre
41
Feng, Yuanhua
39
Saikkonen, Pentti
39
Baltagi, Badi H.
38
Gouriéroux, Christian
37
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University of Cambridge / Department of Applied Economics
3
Forschungsinstitut zur Zukunft der Arbeit
2
University of Cambridge / Faculty of Economics
2
Birkbeck College / Department of Economics
1
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
6
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
CESifo working papers
5
Cambridge working papers in economics
5
Discussion paper / Centre for Economic Policy Research
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper / Department of Economics, University of California San Diego
3
Handbooks in economics
3
International journal of forecasting
3
The econometrics journal
3
Discussion paper series / IZA
2
Discussion paper series / LSE Financial Markets Group
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Advances in econometrics : a research annual
1
CESifo Working Paper Series
1
DAE working paper
1
DNB working paper
1
Discussion paper in financial economics : FE
1
Discussion papers / CEPR
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Emerald insight
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of financial economics
1
Journal of time series econometrics
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working papers / Brandeis University, Department of Economics and International Business School
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ECONIS (ZBW)
94
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71
Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
Saved in:
72
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
73
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
74
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
75
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
76
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
77
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
78
On the power of GLS-type unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
5
,
pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
Saved in:
79
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
-
2000
Persistent link: https://www.econbiz.de/10013442514
Saved in:
80
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
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