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~person:"Herwartz, Helmut"
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Predictive regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Zeitreihenanalyse
Time series analysis
45
Theorie
42
Theory
42
Statistical test
38
Statistischer Test
38
Regression analysis
31
Regressionsanalyse
31
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Aufsatz in Zeitschrift
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English
54
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Herwartz, Helmut
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
27
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
Cavaliere, Giuseppe
13
Kapetanios, George
13
Leybourne, Stephen James
13
Vogelsang, Timothy J.
13
Chang, Tsangyao
12
Park, Joon Y.
12
Peel, David
11
Cai, Zongwu
10
Demetrescu, Matei
10
Caporale, Guglielmo Maria
9
Chen, Xiaohong
9
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9
Harvey, David I.
9
Li, Jia
9
Marcellino, Massimiliano
9
Poon, Aubrey
9
Xiao, Zhijie
9
Ashley, Richard A.
8
Dijk, Dick van
8
Hidalgo, Javier
8
Hounyo, Ulrich
8
Korobilis, Dimitris
8
Lucas, André
8
McElroy, Tucker
8
Payá, Ivan
8
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8
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Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Econometric theory
4
The econometrics journal
4
Oxford bulletin of economics and statistics
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
54
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1
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:
2
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:
3
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:
4
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
5
Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Herwartz, Helmut
;
Rohloff, Hannes
;
Wang, Shu
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464923
Saved in:
6
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:
7
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:
8
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:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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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