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~person:"Taylor, Robert"
~subject:"Predictive regression"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Predictive regression
Schätzung
Zeitreihenanalyse
Time series analysis
30
Theorie
27
Theory
27
Bootstrap approach
21
Bootstrap-Verfahren
21
Statistical test
20
Statistischer Test
20
Einheitswurzeltest
19
Unit root test
19
Estimation theory
11
Schätztheorie
11
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10
Regressionsanalyse
10
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8
Prognoseverfahren
8
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8
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8
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7
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7
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6
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6
Stochastischer Prozess
6
Cointegration
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Statistical theory
5
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4
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4
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4
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4
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4
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4
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Article
35
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Aufsatz in Zeitschrift
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35
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12
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English
35
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Taylor, Robert
Chang, Tsangyao
55
Gupta, Rangan
55
Phillips, Peter C. B.
47
Gil-Alaña, Luis A.
30
Linton, Oliver
30
Koop, Gary
25
Gao, Jiti
22
Su, Chi-Wei
21
Bahmani-Oskooee, Mohsen
20
Hong, Yongmiao
20
Kapetanios, George
20
Chan, Joshua
19
Perron, Pierre
19
Su, Liangjun
19
Westerlund, Joakim
19
Balcilar, Mehmet
18
Lee, Chien-chiang
18
Wohar, Mark E.
18
Franses, Philip Hans
17
Jawadi, Fredj
17
Kumbhakar, Subal
17
Tsionas, Efthymios G.
17
Park, Joon Y.
16
Cai, Zongwu
15
Herwartz, Helmut
15
Härdle, Wolfgang
15
Leybourne, Stephen James
15
Teräsvirta, Timo
15
Tiwari, Aviral Kumar
14
White, Halbert
14
Cavaliere, Giuseppe
13
Ghysels, Eric
13
Peel, David
13
Vogelsang, Timothy J.
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
Caporale, Guglielmo Maria
12
Demetrescu, Matei
12
Hsu, Yu-Chin
12
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Journal of econometrics
10
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
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
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ECONIS (ZBW)
35
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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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