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~accessRights:"restricted"
~person:"Harvey, Andrew C."
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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11
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Harvey, Andrew C.
Taylor, Robert
Gil-Alaña, Luis A.
20
Marcellino, Massimiliano
16
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
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11
Hyndman, Rob J.
11
Koopman, Siem Jan
11
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10
Gupta, Rangan
9
Hecq, Alain W. J.
9
Hendry, David F.
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Hallin, Marc
8
Koop, Gary
8
Sibbertsen, Philipp
8
Timmermann, Allan
8
Athanasopoulos, George
7
Clark, Todd E.
7
Horváth, Lajos
7
Härdle, Wolfgang
7
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7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
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7
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6
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6
Carriero, Andrea
6
Castle, Jennifer
6
Chang, Tsangyao
6
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6
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1
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1
Tracking the mutant : forecasting and nowcasting COVID-19 in the UK in 2021
Harvey, Andrew C.
;
Kattuman, Paul A.
;
Thamotheram, Craig
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 110-126
Persistent link: https://www.econbiz.de/10012593683
Saved in:
2
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
3
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
Saved in:
4
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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
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
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:
8
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:
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
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
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