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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Kapetanios, George"
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Volatilität"
~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"
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Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Volatilität
Theorie
62
Time series analysis
46
Zeitreihenanalyse
46
Estimation theory
35
Schätztheorie
35
Einheitswurzeltest
29
Unit root test
29
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Autocorrelation
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7
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Gouriéroux, Christian
Jarrow, Robert A.
Kapetanios, George
Taylor, Robert
Phillips, Peter C. B.
55
McAleer, Michael
36
Maasoumi, Esfandiar
26
Bollerslev, Tim
25
Koop, Gary
24
Linton, Oliver
23
Pesaran, M. Hashem
23
Yu, Jun
23
Lee, Lung-fei
22
Ghysels, Eric
20
Swanson, Norman R.
20
Tauchen, George Eugene
19
Li, Qi
18
Todorov, Viktor
18
Xiao, Zhijie
18
Aït-Sahalia, Yacine
17
Baltagi, Badi H.
17
Leybourne, Stephen James
17
Schmidt, Peter
17
Park, Joon Y.
16
Teräsvirta, Timo
16
Cavaliere, Giuseppe
15
Diebold, Francis X.
15
Dufour, Jean-Marie
15
Granger, C. W. J.
15
Magnus, Jan R.
15
Asai, Manabu
14
Chib, Siddhartha
14
Corradi, Valentina
14
Kumbhakar, Subal
14
Lütkepohl, Helmut
14
Renault, Eric
14
Steel, Mark F. J.
14
Franses, Philip Hans
13
Hsiao, Cheng
13
Patton, Andrew J.
13
Timmermann, Allan
13
Whang, Yoon-jae
13
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Econometric reviews
Journal of econometrics
Journal of empirical finance
The econometrics journal
The journal of fixed income
Econometric theory
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Economics letters
12
Review of derivatives research
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of banking & finance
8
Journal of applied econometrics
7
Annales d'économie et de statistique
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
Oxford bulletin of economics and statistics
5
The review of financial studies
5
Finance and stochastics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of forecasting
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of financial econometrics
3
Journal of financial markets
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Annals of finance
2
Journal of economic surveys
2
Journal of international money and finance
2
Journal of risk
2
Quantitative finance
2
The economic journal : the journal of the Royal Economic Society
2
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ECONIS (ZBW)
73
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73
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
8
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
9
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:
10
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
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