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~language:"eng"
~language:"kor"
~person:"Harvey, David I."
~person:"Narayan, Paresh Kumar"
~person:"Smyth, Russell"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Unit root test
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74
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62
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Harvey, David I.
Narayan, Paresh Kumar
Smyth, Russell
Chang, Tsangyao
86
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54
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39
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ECONIS (ZBW)
74
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74
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1
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:
2
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
3
Stationarity properties of per capita CO2 emissions in the OECD in the very long-run : a replication and extension analysis
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
90
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012517209
Saved in:
4
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
7
Conditional convergence in Australia's energy consumption at the sector level
Mishra, Vinod
;
Smyth, Russell
- In:
Energy economics
62
(
2017
),
pp. 396-403
Persistent link: https://www.econbiz.de/10011748207
Saved in:
8
A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011771993
Saved in:
9
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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