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~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Predictive regression"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Statistical test
Zeitreihenanalyse
Time series analysis
37
Statistischer Test
32
Theorie
32
Theory
32
Regression analysis
30
Regressionsanalyse
30
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28
Panel study
28
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25
Bootstrap-Verfahren
25
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25
Schätztheorie
25
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23
Unit root test
23
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17
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Heteroscedasticity
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Heteroskedastizität
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Statistical theory
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Article
64
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Aufsatz in Zeitschrift
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64
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26
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English
64
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Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
53
Chang, Tsangyao
43
Gil-Alaña, Luis A.
29
Linton, Oliver
29
Perron, Pierre
28
Hong, Yongmiao
22
Khalaf, Lynda
22
Dufour, Jean-Marie
21
Franses, Philip Hans
21
Gupta, Rangan
21
Koop, Gary
20
Pesaran, M. Hashem
20
Su, Liangjun
19
Gao, Jiti
18
Sun, Yixiao
18
Teräsvirta, Timo
18
Vogelsang, Timothy J.
18
Andrews, Donald W. K.
17
Baltagi, Badi H.
17
Bera, Anil K.
17
Cai, Zongwu
17
Cavaliere, Giuseppe
17
Kapetanios, George
17
Leybourne, Stephen James
17
Su, Chi-Wei
17
White, Halbert
17
Li, Qi
16
Chen, Yi-ting
15
Demetrescu, Matei
15
Xiao, Zhijie
15
Chan, Joshua
14
Hsiao, Cheng
14
Kurozumi, Eiji
14
Shaikh, Azeem M.
14
Shi, Xiaoxia
14
McAleer, Michael
13
Park, Joon Y.
13
Peel, David
13
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Journal of econometrics
14
Econometric reviews
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
5
Oxford bulletin of economics and statistics
5
The econometrics journal
4
Economics letters
3
Journal of applied econometrics
3
Emerging markets review
2
Journal of Asian economics
2
Journal of empirical finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics bulletin : EB
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of time series econometrics
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
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ECONIS (ZBW)
64
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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
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
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