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~person:"Leybourne, Stephen James"
~person:"Papell, David H."
~person:"Smyth, Russell"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Unit root test
Zeitreihenanalyse
Einheitswurzeltest
96
Theorie
36
Theory
36
Structural break
32
Strukturbruch
32
Time series analysis
32
Estimation
19
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4
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71
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18
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18
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18
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English
96
Author
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Leybourne, Stephen James
Papell, David H.
Smyth, Russell
Phillips, Peter C. B.
107
Chang, Tsangyao
87
Gil-Alaña, Luis A.
79
Taylor, Robert
79
Narayan, Paresh Kumar
69
Westerlund, Joakim
61
Caporale, Guglielmo Maria
52
Su, Chi-Wei
49
Harvey, David I.
48
Lee, Junsoo
35
Chang, Hsu-Ling
33
Kapetanios, George
31
Wagner, Martin
29
Rodrigues, Paulo M. M.
28
Breitung, Jörg
26
Lütkepohl, Helmut
26
Nielsen, Morten Ørregaard
26
Pesaran, M. Hashem
26
Bahmani-Oskooee, Mohsen
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
24
Jansson, Michael
23
Omay, Tolga
23
Perron, Pierre
23
Lopez, Claude
22
Österholm, Pär
22
Yu, Jun
21
Kunst, Robert M.
20
Lee, Chien-chiang
20
Ranjbar, Omid
20
Shin, Yongcheol
20
Cook, Steven
19
Elliott, Graham
19
Haldrup, Niels
19
Lanne, Markku
19
Rodriguez, Gabriel
19
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7
Econometric theory
7
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6
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6
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5
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5
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4
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3
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3
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3
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3
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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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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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of social economics
1
International macroeconomics : recent developments
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
Nonstationary panels, panel cointegration, and dynamic panels
1
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1
Review of Pacific Basin financial markets and policies
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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ECONIS (ZBW)
96
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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
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:
3
Stationarity properties of per capita CO2 emissions in the OECD in the very long-run : a replication and extension analysis
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
90
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012517209
Saved in:
4
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:
5
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:
6
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:
7
Is monthly US natural gas consumption stationary? : new evidence from a GARCH
unit
root
test
with structural breaks
Mishra, Vinod
;
Smyth, Russell
-
2014
Persistent link: https://www.econbiz.de/10010246088
Saved in:
8
Unit root properties of natural gas spot and futures prices : the relevance of heteroskedasticity in high frequency data
Mishra, Vinod
;
Smyth, Russell
-
2014
Persistent link: https://www.econbiz.de/10010349921
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
Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? : evidence from LM unit root tests with structural
Hooi Hooi Lean
;
Smyth, Russell
-
2013
Persistent link: https://www.econbiz.de/10009702300
Saved in:
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