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type_genre:"Article in journal"
~person:"Harvey, Andrew C."
~person:"Leybourne, Stephen James"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Börsenkurs
Zeitreihenanalyse
Theorie
82
Theory
82
Time series analysis
46
Einheitswurzeltest
25
Unit root test
25
Estimation theory
15
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15
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12
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12
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Harvey, Andrew C.
Leybourne, Stephen James
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
50
Taylor, Robert
30
Caporale, Guglielmo Maria
29
Gupta, Rangan
29
Perron, Pierre
29
Koopman, Siem Jan
26
Koop, Gary
24
Hecq, Alain W. J.
23
Lütkepohl, Helmut
22
Ghysels, Eric
21
Granger, C. W. J.
21
McAleer, Michael
21
Mills, Terence C.
21
Hong, Yongmiao
20
Newbold, Paul
20
Hyndman, Rob J.
19
Hassler, Uwe
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Timmermann, Allan
18
Hendry, David F.
17
Herwartz, Helmut
17
Peña, Daniel
17
Engle, Robert F.
16
Harvey, David I.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Jarrow, Robert A.
15
Makridakis, Spyros G.
15
Moosa, Imad A.
15
Pesaran, M. Hashem
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Yu, Jun
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
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2
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2
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
50
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
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
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
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
Saved in:
9
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:
10
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:
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