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~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Predictive regression"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Theory
Zeitreihenanalyse
Time series analysis
37
Statistical test
32
Statistischer Test
32
Theorie
32
Regression analysis
30
Regressionsanalyse
30
Panel
28
Panel study
28
Bootstrap approach
25
Bootstrap-Verfahren
25
Estimation theory
25
Schätztheorie
25
Einheitswurzeltest
23
Unit root test
23
Estimation
17
Forecasting model
17
Prognoseverfahren
17
Schätzung
17
Cointegration
13
Kointegration
13
Capital income
11
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11
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8
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5
Heteroscedasticity
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Heteroskedastizität
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Statistical theory
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Article
57
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Aufsatz in Zeitschrift
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57
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28
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English
57
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Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
66
Linton, Oliver
49
Tsionas, Efthymios G.
48
Koop, Gary
38
Gupta, Rangan
30
Andrews, Donald W. K.
28
Li, Qi
28
Baltagi, Badi H.
27
Gil-Alaña, Luis A.
27
Kapetanios, George
26
Pesaran, M. Hashem
26
Franses, Philip Hans
24
Hong, Yongmiao
24
Simar, Léopold
24
Xiao, Zhijie
24
Goerigk, Marc
23
Schorfheide, Frank
23
White, Halbert
23
Gao, Jiti
22
Härdle, Wolfgang
22
Perron, Pierre
22
Chang, Tsangyao
21
Horowitz, Joel
21
Park, Joon Y.
21
Teräsvirta, Timo
21
Swanson, Norman R.
20
Hertog, Dirk den
19
Stengos, Thanasēs
19
Vogelsang, Timothy J.
19
Yu, Jun
19
Bertsimas, Dimitris
18
Chen, Xiaohong
18
Chernozhukov, Victor
18
Davidson, Russell
18
Dufour, Jean-Marie
18
Ghysels, Eric
18
McAleer, Michael
18
Whang, Yoon-jae
18
Kilian, Lutz
17
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Journal of econometrics
13
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
6
The econometrics journal
4
Oxford bulletin of economics and statistics
3
Emerging markets review
2
Journal of Asian economics
2
Journal of applied econometrics
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
Energy economics
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of time series econometrics
1
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ECONIS (ZBW)
57
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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
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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
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:
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
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:
10
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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