//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Theorie
50
Time series analysis
36
Zeitreihenanalyse
36
Estimation theory
27
Schätztheorie
27
Einheitswurzeltest
26
Unit root test
26
Volatility
17
Volatilität
17
Bootstrap approach
14
Bootstrap-Verfahren
14
Statistical test
10
Statistischer Test
10
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Saisonale Schwankungen
9
Schätzung
9
Seasonal variations
9
Structural break
8
Strukturbruch
8
Forecasting model
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Cointegration
6
Financial market
6
Finanzmarkt
6
Kointegration
6
VAR model
6
VAR-Modell
6
Bubbles
5
Capital income
5
Heteroscedasticity
5
Heteroskedastizität
5
Kapitaleinkommen
5
Saisonkomponente
5
Seasonal component
5
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
51
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Systematic review
Festschrift
1
Language
All
English
Estonian
Spanish
Author
All
Gouriéroux, Christian
Taylor, Robert
Phillips, Peter C. B.
53
McAleer, Michael
27
Koop, Gary
24
Lee, Lung-fei
22
Maasoumi, Esfandiar
22
Pesaran, M. Hashem
22
Yu, Jun
21
Linton, Oliver
19
Swanson, Norman R.
18
Baltagi, Badi H.
17
Ghysels, Eric
17
Leybourne, Stephen James
17
Li, Qi
17
Renault, Eric
17
Schmidt, Peter
17
Jarrow, Robert A.
16
Xiao, Zhijie
16
Diebold, Francis X.
15
Granger, C. W. J.
15
Magnus, Jan R.
15
Kumbhakar, Subal
14
Lütkepohl, Helmut
14
Park, Joon Y.
14
Steel, Mark F. J.
14
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Chib, Siddhartha
13
Dufour, Jean-Marie
13
Franses, Philip Hans
13
Scaillet, Olivier
13
Timmermann, Allan
13
Whang, Yoon-jae
13
Bollerslev, Tim
12
Geweke, John
12
Hendry, David F.
12
Hsiao, Cheng
12
Kapetanios, George
12
Ng, Serena
12
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
Journal of empirical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The econometrics journal
The journal of fixed income
Econometric theory
16
Annales d'économie et de statistique
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of banking & finance
4
Annals of economics and statistics
3
Journal of financial econometrics
3
Economics letters
2
The economic journal : the journal of the Royal Economic Society
2
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance : revue de l'Association Française de Finance
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of political economy
1
Journal of time series econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonparametric dynamic modelling
1
Review of finance : journal of the European Finance Association
1
The Geneva papers on risk and insurance theory
1
The Manchester School
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of socio-economics
1
The political quarterly : PQ
1
The review of financial studies
1
Transition studies review
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
7
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:
8
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:
9
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->