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~accessRights:"restricted"
~person:"Harvey, Andrew C."
~person:"Taylor, Robert"
~subject:"Statistischer Test"
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Statistischer Test
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Harvey, Andrew C.
Taylor, Robert
Demetrescu, Matei
5
Leybourne, Stephen James
4
Perron, Pierre
4
Wied, Dominik
4
Bücher, Axel
3
Harvey, David I.
3
Levendis, John D.
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2
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Chang, Tsangyao
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Georgiev, Iliyan
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Ghysels, Eric
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Grossman, Valerie
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Harris, David
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Harvey, Campbell R.
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Kruse, Robinson
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Econometric reviews
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Journal of econometrics
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Journal of empirical finance
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Journal of time series econometrics
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1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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2
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
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3
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
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4
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:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
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