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subject:"Zeitreihenanalyse"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~subject:"Arbeitslosigkeit"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Arbeitslosigkeit
Statistischer Test
Theorie
196
Theory
196
Time series analysis
82
Einheitswurzeltest
48
Unit root test
48
Estimation theory
30
Schätztheorie
30
Stochastic process
30
Stochastischer Prozess
30
Cointegration
22
Regression analysis
22
Regressionsanalyse
22
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21
Statistical test
18
Econometrics
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16
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91
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67
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English
91
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Phillips, Peter C. B.
Taylor, Robert
Franses, Philip Hans
57
Gil-Alaña, Luis A.
46
Perron, Pierre
31
Leybourne, Stephen James
27
Lütkepohl, Helmut
27
Koop, Gary
25
Koopman, Siem Jan
24
Caporale, Guglielmo Maria
23
Hong, Yongmiao
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
McAleer, Michael
21
Saikkonen, Pentti
21
Swanson, Norman R.
21
Ghysels, Eric
20
Granger, C. W. J.
20
Mills, Terence C.
20
Newbold, Paul
20
Pesaran, M. Hashem
20
Teräsvirta, Timo
20
Hassler, Uwe
19
Hendry, David F.
19
Herwartz, Helmut
19
Hyndman, Rob J.
19
Dufour, Jean-Marie
18
Petropoulos, Fotios
18
Yu, Jun
17
Gupta, Rangan
16
Harvey, David I.
16
Lucas, André
16
Peña, Daniel
16
Stock, James H.
16
Vogelsang, Timothy J.
16
Assimakopoulos, V.
15
Breitung, Jörg
15
Chan, Joshua
15
Clements, Michael P.
15
Haldrup, Niels
15
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Journal of econometrics
23
Econometric theory
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
4
The econometrics journal
4
Oxford bulletin of economics and statistics
3
International economic review
2
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of time series econometrics
1
New Zealand economic papers
1
Special issue on new developments in time series econometrics
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
91
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91
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
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:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
5
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
6
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
7
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
8
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
9
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:
10
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
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