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~person:"Hassler, Uwe"
~person:"Leybourne, Stephen James"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Germany"
~subject:"Korrelation"
~subject:"Nichtparametrisches Verfahren"
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Cointegration
Einheitswurzeltest
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Nichtparametrisches Verfahren
Time series analysis
132
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132
Theorie
74
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74
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Hassler, Uwe
Leybourne, Stephen James
Gil-Alaña, Luis A.
126
Phillips, Peter C. B.
97
Caporale, Guglielmo Maria
89
Gao, Jiti
71
Taylor, Robert
53
Lütkepohl, Helmut
45
Linton, Oliver
39
Chang, Tsangyao
35
Sibbertsen, Philipp
35
Härdle, Wolfgang
31
Li, Degui
31
Kapetanios, George
29
Cavaliere, Giuseppe
28
Johansen, Søren
28
Beran, Jan
27
Nielsen, Morten Ørregaard
26
Koopman, Siem Jan
25
Breitung, Jörg
24
Feng, Yuanhua
24
Harvey, David I.
24
Jusélius, Katarina
24
Rahbek, Anders
24
Gupta, Rangan
22
Pesaran, M. Hashem
22
Saikkonen, Pentti
22
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21
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21
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21
Robinson, Peter M.
21
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20
Tiwari, Aviral Kumar
19
Ranjbar, Omid
18
Westerlund, Joakim
18
Kunst, Robert M.
17
Lucas, André
17
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16
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16
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Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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2
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1
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1
Implikationen der Währungsunion für makroökonometrische Modelle
1
Jahrbücher für Nationalökonomie und Statistik
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
8
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
9
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
10
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
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