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~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Einheitswurzeltest
Wechselkurs
Zeitreihenanalyse
Estimation
4
Schätzung
4
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3
Theory
3
USA
3
United States
3
Stochastic process
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2
Unit root test
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Article in journal
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Harvey, David I.
McAleer, Michael
Leybourne, Stephen James
6
Larsson, Rolf
5
Perron, Pierre
4
Phillips, Peter C. B.
4
Taylor, Robert
4
Newbold, Paul
3
Nielsen, Bent
3
Saikkonen, Pentti
3
Velasco, Carlos
3
Xiao, Zhijie
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Asai, Manabu
2
Bauwens, Luc
2
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Horváth, Lajos
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2
Koopman, Siem Jan
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Lobato, Ignacio N.
2
Lucchetti, Riccardo
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Lyhagen, Johan
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McElroy, Tucker
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Moon, Hyungsik Roger
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Perron, Benoit
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Preminger, Arie
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Teräsvirta, Timo
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2
Yu, Jun
2
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2
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1
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1
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The econometrics journal
Journal of econometrics
14
Econometric reviews
11
Econometric theory
9
Journal of economic surveys
7
Oxford bulletin of economics and statistics
7
Applied economics
6
Economics letters
6
Econometrics : open access journal
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of time series econometrics
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Finance research letters
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Journal of applied econometrics
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International journal of hospitality management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
5
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1
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
2
Seasonal unit root tests and the role of initial conditions
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
Saved in:
3
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
4
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
5
On testing for unit roots and the initial observation
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 97-111
Persistent link: https://www.econbiz.de/10002686878
Saved in:
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