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~person:"Taylor, Robert"
~subject:"Deutschland"
~subject:"Theorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Time series analysis
30
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30
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26
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21
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21
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19
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19
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18
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Aufsatz in Zeitschrift
Dissertation u.a. Prüfungsschriften
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Taylor, Robert
Phillips, Peter C. B.
50
Tsionas, Efthymios G.
46
Linton, Oliver
34
Koop, Gary
32
Andrews, Donald W. K.
28
Baltagi, Badi H.
25
Simar, Léopold
25
Goerigk, Marc
24
Li, Qi
23
Schorfheide, Frank
23
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22
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22
White, Halbert
22
Hong, Yongmiao
21
Horowitz, Joel
20
Hertog, Dirk den
19
Kapetanios, George
19
Swanson, Norman R.
19
Bertsimas, Dimitris
18
Chernozhukov, Victor
18
Gupta, Rangan
18
Whang, Yoon-jae
18
Xiao, Zhijie
18
Dufour, Jean-Marie
17
Franses, Philip Hans
17
Yu, Jun
17
Davidson, Russell
16
Geweke, John
16
Park, Joon Y.
16
Perron, Pierre
16
Steel, Mark F. J.
16
Stengos, Thanasēs
16
Wagner, Gert G.
16
Corradi, Valentina
15
Fan, Yanqin
15
Hahn, Jinyong
15
Hansen, Lars Peter
15
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15
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15
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Econometric reviews
7
Econometric theory
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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ECONIS (ZBW)
26
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
8
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
9
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:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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