//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"mul"
~language:"spa"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Taylor, Robert"
~subject:"Unit root test"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Unit root test
Time series analysis
232
Zeitreihenanalyse
232
Estimation
137
Schätzung
137
Theorie
113
Theory
113
Einheitswurzeltest
93
USA
81
United States
81
Cointegration
77
Kointegration
77
Fractional integration
60
Structural break
54
Strukturbruch
54
Großbritannien
47
United Kingdom
47
fractional integration
45
Volatility
44
Volatilität
44
Börsenkurs
43
Persistence
43
Share price
43
Aktienmarkt
37
Stock market
37
Long memory
34
Capital income
33
Kapitaleinkommen
33
Saisonale Schwankungen
32
Seasonal variations
32
Statistical test
28
Statistischer Test
28
Arbeitslosigkeit
27
Estimation theory
27
Schätztheorie
27
Unemployment
27
persistence
26
Inflation
25
Stochastic process
22
Stochastischer Prozess
22
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
93
Arbeitspapier
58
Working Paper
58
Graue Literatur
54
Non-commercial literature
54
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
Multiple languages
Spanish
Undetermined
Author
All
Gil-Alaña, Luis A.
Taylor, Robert
Chang, Tsangyao
86
Su, Chi-Wei
49
Leybourne, Stephen James
39
Westerlund, Joakim
35
Narayan, Paresh Kumar
33
Phillips, Peter C. B.
33
Chang, Hsu-Ling
32
Harvey, David I.
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
25
Omay, Tolga
21
Ramírez, Miguel D.
20
Ranjbar, Omid
20
Cook, Steven
19
Caporale, Guglielmo Maria
18
Lee, Chien-chiang
18
Tiwari, Aviral Kumar
18
Smyth, Russell
17
Cavaliere, Giuseppe
16
Rodrigues, Paulo M. M.
16
Holmes, Mark J.
15
Nazlıoğlu, Şaban
15
Anoruo, Emmanuel
14
Baharumshah, Ahmad Zubaidi
14
Perron, Pierre
14
Christopulos, Dēmētrēs K.
13
Payne, James E.
13
Carrion i Silvestre, Josep Lluís
12
Papell, David H.
12
Romero-Ávila, Diego
12
Shin, Dong-wan
12
Strazicich, Mark
12
Hasanov, Mübariz
11
Kapetanios, George
11
Montañés, Antonio
11
Tsong, Ching-chuan
11
Wagner, Martin
11
Cuestas, Juan Carlos
10
more ...
less ...
Published in...
All
Econometric theory
15
Journal of econometrics
15
Oxford bulletin of economics and statistics
7
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Empirica : journal of european economics
4
Economic modelling
3
Journal of empirical finance
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European review of economics and finance
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Applied financial economics
1
Canadian journal of agricultural economics : CJAE
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
German economic review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
3
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:
4
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:
5
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
6
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:
7
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
8
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
9
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
10
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->