//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Payá, Ivan"
~person:"Taylor, Robert"
~subject:"Predictive regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Statistik"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Predictive regression
Zeitreihenanalyse
Time series analysis
38
Theorie
35
Theory
35
Bootstrap approach
23
Bootstrap-Verfahren
23
Statistical test
23
Statistischer Test
23
Einheitswurzeltest
21
Unit root test
21
Estimation theory
13
Regression analysis
13
Regressionsanalyse
13
Schätztheorie
13
Nichtlineare Regression
10
Nonlinear regression
10
Volatility
10
Volatilität
10
Estimation
9
Schätzung
9
Forecasting model
8
Prognoseverfahren
8
Capital income
7
Heteroscedasticity
7
Heteroskedastizität
7
Kapitaleinkommen
7
Kaufkraftparität
7
Purchasing power parity
7
Saisonale Schwankungen
7
Seasonal variations
7
Cointegration
6
Kointegration
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Share price
5
Statistical theory
5
Statistische Methodenlehre
5
Endogeneity
4
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
42
Arbeitspapier
21
Working Paper
21
Graue Literatur
17
Non-commercial literature
17
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
42
Author
All
Payá, Ivan
Taylor, Robert
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
28
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
Leybourne, Stephen James
14
Cavaliere, Giuseppe
13
Kapetanios, George
13
Vogelsang, Timothy J.
13
Westerlund, Joakim
13
Chang, Tsangyao
12
Park, Joon Y.
12
Peel, David
11
Cai, Zongwu
10
Demetrescu, Matei
10
Harvey, David I.
10
Caporale, Guglielmo Maria
9
Chen, Xiaohong
9
Dagum, Estela Bee
9
Li, Jia
9
Marcellino, Massimiliano
9
Poon, Aubrey
9
Su, Liangjun
9
Tsay, Ruey S.
9
Xiao, Zhijie
9
Ashley, Richard A.
8
Dijk, Dick van
8
Ghysels, Eric
8
Herwartz, Helmut
8
Hidalgo, Javier
8
Hounyo, Ulrich
8
Korobilis, Dimitris
8
Lucas, André
8
more ...
less ...
Published in...
All
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric reviews
4
Econometric theory
4
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Economics letters
2
Journal of empirical finance
2
Applied economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
10
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->