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Search: person:"Taylor, A. M. Robert"
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Time series analysis
18
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Einheitswurzeltest
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Taylor, Robert
32
Harvey, David I.
15
Taylor, A.M.Robert
12
Leybourne, Stephen James
10
Cavaliere, Giuseppe
9
Leybourne, Stephen J.
7
Rodrigues, Paulo M. M.
5
Taylor, A.M. Robert
5
Busetti, Fabio
4
Burridge, Peter
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Harris, David
2
Nielsen, Morten Ørregaard
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Rahbek, Anders
2
Rodrigues, Paulo M.M.
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Smith, Richard J.
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Andersen, Torben
1
Boswijk, Herman Peter
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Breitung, Jörg
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Elliott, Graham
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Ercolani, Joanne S.
1
Iacone, Fabrizio
1
Kew, Hsein
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Journal of econometrics
Econometric theory
49
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
22
Econometric Theory
22
Department of Economics discussion paper / Department of Economics, The University of Birmingham
19
Journal of Econometrics
19
Oxford bulletin of economics and statistics
16
Econometric reviews
15
Journal of Time Series Analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Oxford Bulletin of Economics and Statistics
9
Econometric Reviews
7
CREATES Research Papers
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CREATES research paper
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Studies in Nonlinear Dynamics & Econometrics
6
Journal of Business & Economic Statistics
5
Journal of empirical finance
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Discussion Papers / Økonomisk Institut, Københavns Universitet
4
Discussion papers / Department of Economics, University of Copenhagen
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics Journal
2
Economics Letters
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Economics discussion paper series : EDP
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Journal of Applied Econometrics
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
32
OLC EcoSci
17
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1
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:
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
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
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:
6
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:
7
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:
8
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:
9
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
10
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
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