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~subject:"Regression analysis"
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Search: person:"Taylor, A. M. Robert"
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Regression analysis
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
Autokorrelation
10
Regressionsanalyse
10
fractional integration
10
Bootstrap
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8
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English
10
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Taylor, Robert
9
Georgiev, Iliyan
4
Harvey, David I.
4
Leybourne, Stephen James
4
Demetrescu, Matei
3
Rodrigues, Paulo M. M.
3
Smith, Richard J.
2
Barrio Castro, Tomas del
1
Chambers, Marcus J.
1
Ercolani, Joanne S.
1
Taylor, A. M. Robert
1
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Journal of econometrics
6
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Econometric reviews
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
9
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
10
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, A. M. Robert
-
1999
Persistent link: https://www.econbiz.de/10001379412
Saved in:
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