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~language:"eng"
~person:"Harvey, David I."
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Prognoseverfahren
Theory
Zeitreihenanalyse
Time series analysis
33
Theorie
29
Einheitswurzeltest
28
Unit root test
28
Structural break
17
Strukturbruch
17
Estimation theory
14
Schätztheorie
14
Forecasting model
12
Estimation
11
Schätzung
11
Statistical test
11
Statistischer Test
11
Bubbles
9
Spekulationsblase
9
Börsenkurs
8
Share price
8
Explosive autoregression
6
Großbritannien
5
United Kingdom
5
Volatility
5
Volatilität
5
Autocorrelation
4
Autokorrelation
4
Regression analysis
4
Regressionsanalyse
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United States
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Cointegration
3
Commodity price
3
Economic forecast
3
Kointegration
3
Persistence
3
Predictive regression
3
Rohstoffpreis
3
Welt
3
Wirtschaftsprognose
3
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Article
53
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Article in journal
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53
Arbeitspapier
15
Working Paper
15
Graue Literatur
12
Non-commercial literature
12
Language
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English
Author
All
Harvey, David I.
Gupta, Rangan
300
Gil-Alaña, Luis A.
198
Phillips, Peter C. B.
179
Beladi, Hamid
163
Creedy, John
145
Franses, Philip Hans
144
Güth, Werner
144
Pestieau, Pierre
144
Lai, Ching-chong
140
McAleer, Michael
136
Nijkamp, Peter
136
Turnovsky, Stephen J.
126
Marjit, Sugata
120
Mukherjee, Arijit
118
Thisse, Jacques-François
117
Färe, Rolf
116
Tirole, Jean
116
Cremer, Helmuth
114
Long, Ngo Van
112
Serletis, Apostolos
112
Acemoglu, Daron
111
Pierdzioch, Christian
111
Lambertini, Luca
110
Tsionas, Efthymios G.
110
Caporale, Guglielmo Maria
109
Laporte, Gilbert
109
Lien, Da-hsiang Donald
108
Jarrow, Robert A.
106
Cheng, T. C. E.
105
Fabozzi, Frank J.
104
Pesaran, M. Hashem
104
Ma, Feng
103
Devereux, Michael B.
100
Miceli, Thomas J.
100
Kumbhakar, Subal
98
Gersbach, Hans
97
Shogren, Jason F.
97
Broll, Udo
96
Quiggin, John C.
96
Stiglitz, Joseph E.
95
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Journal of econometrics
9
Oxford bulletin of economics and statistics
7
Economics letters
5
Econometric reviews
4
Econometric theory
4
International journal of forecasting
4
Journal of empirical finance
4
Applied economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
53
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1
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10
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53
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date (oldest first)
1
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
4
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:
5
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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