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~person:"Taylor, Robert"
~subject:"Predictive regression"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Prognoseverfahren
Zeitreihenanalyse
Time series analysis
30
Theorie
26
Theory
26
Bootstrap approach
21
Bootstrap-Verfahren
21
Statistical test
19
Statistischer Test
19
Einheitswurzeltest
18
Unit root test
18
Estimation theory
11
Schätztheorie
11
Regression analysis
9
Regressionsanalyse
9
Volatility
8
Volatilität
8
Forecasting model
7
Saisonale Schwankungen
7
Seasonal variations
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Cointegration
5
Estimation
5
Kapitaleinkommen
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Kointegration
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Schätzung
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Statistical theory
5
Statistische Methodenlehre
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Börsenkurs
4
Endogeneity
4
Fractional integration
4
Heteroscedasticity
4
Heteroskedastizität
4
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4
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4
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Article
35
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Aufsatz in Zeitschrift
Article in journal
35
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12
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English
35
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Taylor, Robert
Gupta, Rangan
54
Phillips, Peter C. B.
44
Koop, Gary
29
Gil-Alaña, Luis A.
27
Franses, Philip Hans
22
Kapetanios, George
22
Linton, Oliver
21
Perron, Pierre
21
Marcellino, Massimiliano
19
Hong, Yongmiao
17
Clark, Todd E.
16
Huber, Florian
16
Kim, Jae H.
16
Westerlund, Joakim
16
Balcilar, Mehmet
15
Dijk, Herman K. van
15
Gao, Jiti
15
Leybourne, Stephen James
15
Ravazzolo, Francesco
15
Teräsvirta, Timo
15
Cai, Zongwu
14
Chan, Joshua
14
Clements, Michael P.
14
Demetrescu, Matei
14
Dijk, Dick van
14
Swanson, Norman R.
14
Wang, Yudong
14
Carriero, Andrea
13
Cavaliere, Giuseppe
13
Korobilis, Dimitris
13
Vogelsang, Timothy J.
13
Wohar, Mark E.
13
Chang, Tsangyao
12
Harvey, David I.
12
Park, Joon Y.
12
Österholm, Pär
12
Li, Jia
11
Peel, David
11
Poon, Aubrey
11
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Journal of econometrics
11
Econometric reviews
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
3
The econometrics journal
3
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
Journal of time series econometrics
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
35
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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
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
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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
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
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