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~accessRights:"restricted"
~person:"Leybourne, Stephen James"
~person:"Papell, David H."
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Unit root test
Zeitreihenanalyse
Einheitswurzeltest
8
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8
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6
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4
Börsenkurs
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right-tailed unit root testing
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Leybourne, Stephen James
Papell, David H.
Westerlund, Joakim
22
Chang, Tsangyao
19
Omay, Tolga
15
Harvey, David I.
13
Ranjbar, Omid
13
Bahmani-Oskooee, Mohsen
11
Nazlıoğlu, Şaban
11
Taylor, Robert
11
Lee, Junsoo
10
Gil-Alaña, Luis A.
8
Payne, James E.
8
Phillips, Peter C. B.
8
Su, Chi-Wei
8
Furuoka, Fumitaka
7
Ramírez, Miguel D.
7
Karul, Cagin
6
Narayan, Paresh Kumar
6
Yaya, OlaOluwa S.
6
Cai, Yifei
5
Chang, Hsu-Ling
5
Chen, Shyh-Wei
5
Elmi, Zahra Mila
5
Emirmahmutoglu, Furkan
5
Gupta, Rangan
5
Leybourne, Stephen J.
5
Mishra, Vinod
5
Skrobotov, Anton
5
Tiwari, Aviral Kumar
5
Albulescu, Claudiu Tiberiu
4
Kilic, Emre
4
Lee, Chien-chiang
4
Lee, Hyejin
4
Li, Haiqi
4
Lieberman, Offer
4
Meng, Ming
4
Peng, Liang
4
Smyth, Russell
4
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Econometric reviews
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of empirical finance
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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:
2
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
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3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
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