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~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of public economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Taylor, Robert"
~subject:"Einkommensverteilung"
~subject:"Geldpolitik"
~subject:"Panel study"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Welt"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
~type_genre:"Sammelwerk"
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Einkommensverteilung
Geldpolitik
Panel study
Schätztheorie
Schätzung
Welt
Time series analysis
19
Zeitreihenanalyse
19
Einheitswurzeltest
15
Unit root test
15
Estimation theory
12
Structural break
9
Strukturbruch
9
Theorie
9
Theory
9
Bootstrap approach
7
Bootstrap-Verfahren
7
Forecasting model
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Volatility
5
Volatilität
5
Capital income
4
Endogeneity
4
Kapitaleinkommen
4
Predictive regression
4
Saisonale Schwankungen
4
Seasonal variations
4
Cointegration
3
Estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Kointegration
3
Persistence
3
Saisonkomponente
3
Seasonal component
3
Stochastic process
3
Stochastischer Prozess
3
(Un)conditional heteroskedasticity
2
Autocorrelation
2
Autokorrelation
2
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Arbeitspapier
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Congress Report
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Aufsatz in Zeitschrift
13
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English
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Taylor, Robert
Phillips, Peter C. B.
40
Lee, Lung-fei
29
Li, Qi
27
Su, Liangjun
27
Baltagi, Badi H.
25
Linton, Oliver
25
Pesaran, M. Hashem
25
Chen, Songnian
21
Robinson, Peter M.
21
Westerlund, Joakim
18
Gao, Jiti
17
Hahn, Jinyong
17
Schmidt, Peter
17
Wooldridge, Jeffrey M.
17
Fan, Yanqin
16
Todorov, Viktor
16
Egger, Peter
15
Krämer, Walter
15
Stengos, Thanasēs
15
Cai, Zongwu
14
Chen, Xiaohong
14
Gouriéroux, Christian
14
Kapetanios, George
14
Kumbhakar, Subal
14
Park, Joon Y.
14
Tu, Yundong
14
Ullah, Aman
14
Zhang, Xinyu
14
Aït-Sahalia, Yacine
13
Bollerslev, Tim
13
Hsiao, Cheng
13
Newey, Whitney K.
13
Slottje, Daniel Jonathan
13
Yu, Jihai
13
Andrews, Donald W. K.
12
Bai, Jushan
12
Chib, Siddhartha
12
Diebold, Francis X.
12
Lewbel, Arthur
12
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Economics letters
Journal of econometrics
Journal of public economics
The American economic review
Econometric theory
6
Econometric reviews
4
Oxford bulletin of economics and statistics
3
Asia Pacific business review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of empirical finance
1
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
6
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
7
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
9
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
10
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
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