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~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Predictive regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Zeitreihenanalyse
Time series analysis
37
Statistical test
32
Statistischer Test
32
Theorie
32
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32
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30
Regressionsanalyse
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Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
27
Koop, Gary
19
Perron, Pierre
19
Linton, Oliver
18
Hong, Yongmiao
16
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15
Gupta, Rangan
15
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15
Chan, Joshua
14
Gao, Jiti
14
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13
Kapetanios, George
13
Leybourne, Stephen James
13
Vogelsang, Timothy J.
13
Chang, Tsangyao
12
Park, Joon Y.
12
Peel, David
11
Cai, Zongwu
10
Demetrescu, Matei
10
Caporale, Guglielmo Maria
9
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9
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9
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9
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9
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9
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9
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8
Dijk, Dick van
8
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8
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8
Hounyo, Ulrich
8
Korobilis, Dimitris
8
Lucas, André
8
McElroy, Tucker
8
Payá, Ivan
8
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8
Politis, Dimitris N.
8
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Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Econometric theory
4
The econometrics journal
4
Oxford bulletin of economics and statistics
3
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2
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2
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2
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1
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ECONIS (ZBW)
46
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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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