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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Leybourne, Stephen James"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Zeitreihenanalyse"
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Börsenkurs
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Zeitreihenanalyse
Time series analysis
13
Estimation theory
7
Schätztheorie
7
Structural break
6
Strukturbruch
6
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4
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4
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Trend break
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Gupta, Rangan
Leybourne, Stephen James
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
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8
Swanson, Norman R.
8
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8
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7
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7
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7
Li, Jia
7
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7
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7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
McAleer, Michael
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Zhu, Ke
6
Barigozzi, Matteo
5
Bollerslev, Tim
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
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5
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5
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
16
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
7
Energy economics
7
Econometric theory
6
Economics letters
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
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3
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2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of time series econometrics
2
The econometrics journal
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The international library of critical writings in econometrics
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Applied Economics, 52(10) 2020
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ECONIS (ZBW)
13
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1
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
4
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:
5
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
6
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
Saved in:
7
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
8
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
Saved in:
9
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
10
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
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