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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:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Schätztheorie"
~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"
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Börsenkurs
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Economic growth
Entwicklungsländer
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Time series analysis
36
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Gouriéroux, Christian
Jarrow, Robert A.
Taylor, Robert
Phillips, Peter C. B.
85
Linton, Oliver
44
Lee, Lung-fei
43
Baltagi, Badi H.
34
Li, Qi
32
Pesaran, M. Hashem
31
Gao, Jiti
30
McAleer, Michael
30
Su, Liangjun
29
Yu, Jun
29
Maasoumi, Esfandiar
28
Robinson, Peter M.
28
Koop, Gary
27
Hsiao, Cheng
26
Xiao, Zhijie
26
Leybourne, Stephen James
25
Renault, Eric
25
Chen, Songnian
24
Park, Joon Y.
24
Aït-Sahalia, Yacine
22
Schmidt, Peter
22
Swanson, Norman R.
22
Cai, Zongwu
21
Dufour, Jean-Marie
21
Fan, Yanqin
21
Ghysels, Eric
21
Kumbhakar, Subal
21
Perron, Pierre
21
White, Halbert
21
Chen, Xiaohong
20
Bai, Jushan
19
Kapetanios, George
19
Teräsvirta, Timo
19
Ullah, Aman
19
Ng, Serena
18
Sun, Yixiao
18
Tsionas, Efthymios G.
18
Westerlund, Joakim
18
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Econometric reviews
Journal of econometrics
Journal of empirical finance
The econometrics journal
The journal of fixed income
Econometric theory
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Journal of banking & finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
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
Annals of economics and statistics
5
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
The review of financial studies
5
The journal of finance : the journal of the American Finance Association
4
Finance and stochastics
3
Journal of financial econometrics
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Economics letters
2
Journal of financial markets
2
Journal of risk
2
The economic journal : the journal of the Royal Economic Society
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
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
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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
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
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:
4
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:
5
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:
6
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
7
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
8
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:
9
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:
10
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
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