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subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~subject:"Arbeitslosigkeit"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Arbeitslosigkeit
Statistischer Test
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
Statistical test
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Heteroscedasticity
6
Heteroskedastizität
6
Saisonkomponente
6
Seasonal component
6
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
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Statistical theory
5
Statistische Methodenlehre
5
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4
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Forecasting model
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
4
Share price
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VAR model
4
VAR-Modell
4
Bubbles
3
Capital income
3
Econometrics
3
Kapitaleinkommen
3
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Article
33
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33
Arbeitspapier
15
Working Paper
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9
Non-commercial literature
9
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1
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English
33
Author
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Taylor, Robert
Phillips, Peter C. B.
59
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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Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
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
1
Journal of 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)
33
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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
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:
4
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:
5
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:
6
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:
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
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:
10
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
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