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~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~language:"eng"
~person:"Audretsch, David B."
~person:"Gil-Alaña, Luis A."
~person:"Kilian, Lutz"
~person:"Stiglitz, Joseph E."
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Einheitswurzeltest
3
Theorie
3
Theory
3
Time series analysis
3
Unit root test
3
Saisonale Schwankungen
2
Seasonal variations
2
(periodic) nonstationary volatility
1
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Autokorrelation
1
Bootstrap approach
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Bootstrap-Verfahren
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Börsenkurs
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Conditional heteroscedasticity
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Data-based lag selection
1
Estimation
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Explosive autoregression
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Financial market
1
Finanzmarkt
1
HEGY tests
1
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OLS and GLS detrending
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Saisonkomponente
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Seasonal component
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Seasonal unit root
1
Share price
1
Spekulationsblase
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Statistical test
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1
Stochastischer Prozess
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Graue Literatur
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Audretsch, David B.
Gil-Alaña, Luis A.
Kilian, Lutz
Stiglitz, Joseph E.
Taylor, Robert
Teräsvirta, Timo
4
Gao, Jiti
3
Audrino, Francesco
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Harvey, David I.
2
Hsiao, Cheng
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Leybourne, Stephen James
2
Liang, Zhongwen
2
Lucas, André
2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Miller, J. Isaac
2
Proietti, Tommaso
2
Shaojun, Guo
2
Allen, David E.
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Antoch, Jaromír
1
Arsova, Antonia
1
Asai, Manabu
1
Astill, Sam
1
Baillie, Richard
1
Baltagi, Badi H.
1
Barrio Castro, Tomás del
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bianconcini, Silvia
1
Bierens, Herman J.
1
Blakely, Chris
1
Brechmann, E. C.
1
Bu, Ruijun
1
Caballero-Pintado, M. Victoria
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Econometric reviews
Applied economics
7
Journal of econometrics
6
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied economics letters
3
Discussion paper / Centre for Economic Policy Research
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of economics & finance : IREF
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism economics : the business and finance of tourism and recreation
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Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic studies
2
Journal of economics and finance
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Journal of empirical finance
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Research in international business and finance
2
The journal of international trade & economic development
2
African journal of economic and sustainable development
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of time series econometrics
1
Peace economics, peace science and public policy
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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