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~subject:"Autokorrelation"
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Search: person:"Taylor, A. M. Robert"
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Subject
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Autokorrelation
Unit root test
96
Time series analysis
95
Zeitreihenanalyse
95
Theorie
89
Theory
89
Einheitswurzeltest
85
Bootstrap approach
38
Bootstrap-Verfahren
38
Estimation theory
37
Schätztheorie
37
Saisonale Schwankungen
28
Seasonal variations
28
Statistical test
28
Statistischer Test
28
Cointegration
26
Volatility
26
Volatilität
26
Kointegration
25
Structural break
24
Strukturbruch
24
Heteroscedasticity
21
Heteroskedastizität
21
Stochastic process
21
Stochastischer Prozess
21
wild bootstrap
19
Co-integration
17
Estimation
16
Schätzung
16
VAR model
13
VAR-Modell
13
Saisonkomponente
11
Seasonal component
11
Autocorrelation
10
Regression analysis
10
Regressionsanalyse
10
fractional integration
10
Bootstrap
9
Forecasting model
8
Prognoseverfahren
8
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Article
7
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3
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7
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3
Graue Literatur
3
Non-commercial literature
3
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English
10
Author
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Taylor, Robert
10
Leybourne, Stephen James
5
Harvey, David I.
3
Astill, Sam
2
Smith, Richard J.
2
Cavaliere, Giuseppe
1
Rahbek, Anders
1
Taylor, A. M. Robert
1
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
The Manchester School
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ECONIS (ZBW)
10
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1
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:
2
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003788886
Saved in:
3
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
4
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
5
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
6
Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
91
(
2006
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
Saved in:
7
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
8
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
Saved in:
9
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
10
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
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