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~isPartOf:"Journal of econometrics"
~person:"Perron, Pierre"
~person:"Ravallion, Martin"
~person:"Taylor, Robert"
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Time series analysis
24
Zeitreihenanalyse
24
Einheitswurzeltest
19
Estimation theory
19
Schätztheorie
19
Unit root test
19
Structural break
16
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Perron, Pierre
Ravallion, Martin
Taylor, Robert
Phillips, Peter C. B.
69
Linton, Oliver
68
Schmidt, Peter
53
Ghysels, Eric
51
Li, Qi
49
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48
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38
Xiao, Zhijie
38
Chen, Songnian
37
Gao, Jiti
37
Robinson, Peter M.
35
Timmermann, Allan
35
Yu, Jun
34
Chen, Xiaohong
33
Gouriéroux, Christian
33
Su, Liangjun
33
Zellner, Arnold
33
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32
Pesaran, M. Hashem
32
Renault, Eric
32
Bai, Jushan
31
McAleer, Michael
31
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30
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29
Diebold, Francis X.
29
Todorov, Viktor
29
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28
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28
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27
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27
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
1
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Journal of econometrics
Policy Research Working Paper Series
143
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142
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79
Policy research working paper
64
Boston University - Department of Economics - Working Papers Series
50
Econometric theory
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19
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19
Department of Economics discussion paper / Department of Economics, The University of Birmingham
18
Journal of Econometrics
18
Journal of public economics
18
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
17
Economics Letters
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Asia Pacific business review
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ECONIS (ZBW)
51
OLC EcoSci
20
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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
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
3
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:
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
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
6
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
7
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:
8
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
9
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:
10
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10011974716
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