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~person:"Cheung, Yin-Wong"
~person:"Choi, In"
~person:"Härdle, Wolfgang"
~person:"Taylor, Robert"
~subject:"Statistische Methodenlehre"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Trend-cycle estimation"
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Statistische Methodenlehre
Time series analysis
93
Zeitreihenanalyse
93
Theorie
56
Theory
56
Einheitswurzeltest
30
Unit root test
30
Estimation theory
23
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23
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16
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16
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15
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15
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13
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13
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11
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11
Structural break
11
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11
Statistical theory
10
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9
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Cheung, Yin-Wong
Choi, In
Härdle, Wolfgang
Taylor, Robert
Perron, Pierre
7
Stock, James H.
6
Vogelsang, Timothy J.
6
Johansen, Søren
4
Phillips, Peter C. B.
4
Bierens, Herman J.
3
Watson, Mark W.
3
White, Halbert
3
Amsler, Christine Elaine
2
Bhaskara Rao, Buddhavarapu
2
Brock, William A.
2
Chen, Cathy W. S.
2
Christiano, Lawrence J.
2
Chu, Chia-shang James
2
Franses, Philip Hans
2
Ghysels, Eric
2
Gregory, Allan W.
2
Hong, Yongmiao
2
Koop, Gary
2
Lee, Junsoo
2
Leybourne, Stephen James
2
McAleer, Michael
2
McCabe, Brendan Peter Martin
2
Misiti, M.
2
Pesaran, M. Hashem
2
Satopää, Ville A.
2
Shin, Yongcheol
2
Smith, Richard J.
2
Toda, Hiro Y.
2
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2
Tsay, Ruey S.
2
Whitt, Joseph A.
2
Yamamoto, Taku
2
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1
Ahn, Seung Chan
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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ECONIS (ZBW)
10
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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
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
Saved in:
3
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
4
Testing the null of stationarity for multiple time series
Choi, In
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
Saved in:
5
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
6
Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 68-73
Persistent link: https://www.econbiz.de/10001214306
Saved in:
7
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
8
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
Saved in:
9
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Saved in:
10
Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
40
(
1992
)
4
,
pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
Saved in:
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