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~person:"Leybourne, Stephen James"
~person:"Papell, David H."
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Unit root test
Zeitreihenanalyse
Einheitswurzeltest
62
Theorie
31
Theory
31
Time series analysis
22
Structural break
18
Strukturbruch
18
Kaufkraftparität
16
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16
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8
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8
Welt
8
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8
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7
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4
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4
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4
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3
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3
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3
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6
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6
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English
62
Author
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Leybourne, Stephen James
Papell, David H.
Phillips, Peter C. B.
107
Chang, Tsangyao
87
Gil-Alaña, Luis A.
78
Taylor, Robert
78
Narayan, Paresh Kumar
69
Westerlund, Joakim
61
Caporale, Guglielmo Maria
52
Su, Chi-Wei
49
Harvey, David I.
47
Lee, Junsoo
34
Chang, Hsu-Ling
33
Smyth, Russell
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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Loughborough University / Department of Economics
1
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1
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Econometric theory
7
Journal of econometrics
6
The econometrics journal
5
Oxford bulletin of economics and statistics
4
Econometric reviews
3
Economics letters
3
Journal of money, credit and banking : JMCB
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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2
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1
Economic inquiry : journal of the Western Economic Association International
1
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1
International macroeconomics : recent developments
1
Journal of applied econometrics
1
Journal of development economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of time series econometrics
1
Nonstationary panels, panel cointegration, and dynamic panels
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Review of international economics
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Southern economic journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
62
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
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