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~person:"Chen, Xiaohong"
~person:"Taylor, Robert"
~subject:"Predictive regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Zeitreihenanalyse
Theorie
40
Theory
40
Time series analysis
39
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Estimation theory
30
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30
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26
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26
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23
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20
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Aufsatz in Zeitschrift
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43
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Chen, Xiaohong
Taylor, Robert
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
28
Koop, Gary
20
Perron, Pierre
19
Linton, Oliver
18
Hong, Yongmiao
16
Franses, Philip Hans
15
Gupta, Rangan
15
Teräsvirta, Timo
15
Chan, Joshua
14
Gao, Jiti
14
Leybourne, Stephen James
14
Cavaliere, Giuseppe
13
Kapetanios, George
13
Vogelsang, Timothy J.
13
Westerlund, Joakim
13
Chang, Tsangyao
12
Park, Joon Y.
12
Peel, David
11
Cai, Zongwu
10
Demetrescu, Matei
10
Harvey, David I.
10
Caporale, Guglielmo Maria
9
Dagum, Estela Bee
9
Li, Jia
9
Marcellino, Massimiliano
9
Poon, Aubrey
9
Su, Liangjun
9
Tsay, Ruey S.
9
Xiao, Zhijie
9
Ashley, Richard A.
8
Dijk, Dick van
8
Ghysels, Eric
8
Herwartz, Helmut
8
Hidalgo, Javier
8
Hounyo, Ulrich
8
Korobilis, Dimitris
8
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8
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Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric reviews
4
Econometric theory
4
The econometrics journal
4
Oxford bulletin of economics and statistics
3
Journal of empirical finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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ECONIS (ZBW)
43
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
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:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
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:
6
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
7
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:
8
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:
9
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:
10
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
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