//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Allen, David E."
~person:"Brooks, Chris"
~person:"Leybourne, Stephen James"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Time series analysis
13
Zeitreihenanalyse
13
Großbritannien
10
United Kingdom
10
Estimation
8
Schätzung
8
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
Aktienindex
4
Statistical test
4
Statistischer Test
4
Stock index
4
Aktienmarkt
3
Cointegration
3
Einheitswurzeltest
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Stock market
3
USA
3
Unit root test
3
United States
3
ARCH model
2
ARCH-Modell
2
Capital market returns
2
Football
2
Fußball
2
Index futures
2
Index-Futures
2
Kapitalmarktrendite
2
Predictive regression
2
Professional sports
2
Profisport
2
Regression analysis
2
Regressionsanalyse
2
Volatility
2
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Allen, David E.
Brooks, Chris
Leybourne, Stephen James
Gil-Alaña, Luis A.
29
Moosa, Imad A.
21
Gupta, Rangan
19
McMillan, David G.
14
Narayan, Paresh Kumar
13
Chang, Tsangyao
12
Speight, Alan E. H.
12
Jawadi, Fredj
11
Roca, Eduardo
11
Wohar, Mark E.
11
Bahmani-Oskooee, Mohsen
10
Hatemi-J, Abdulnasser
10
Caporale, Guglielmo Maria
9
Mills, Terence C.
9
Taylor, Robert
9
Ghysels, Eric
8
Harvey, Andrew C.
8
Newbold, Paul
8
Perron, Pierre
8
Balcilar, Mehmet
7
Franses, Philip Hans
7
Koop, Gary
7
McAleer, Michael
7
Peel, David
7
Turner, Paul
7
Bhaskara Rao, Buddhavarapu
6
Blake, David
6
Chelley-Steeley, Patricia L.
6
Holden, Kenneth
6
Leslie, Derek G.
6
Li, Wai Keung
6
Ma, Feng
6
Nguyen, Duc Khuong
6
Power, David M.
6
Sloane, Peter J.
6
Sosvilla-Rivero, Simón
6
Steeley, James M.
6
more ...
less ...
Published in...
All
Applied economics
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
School of Accounting, Finance and Economics & FEMARC working paper series
28
Discussion paper / Tinbergen Institute
16
Journal of econometrics
13
ICMA Centre Discussion Papers in Finance
11
Tinbergen Institute Discussion Paper
11
Econometric theory
9
Economics letters
9
Econometric Institute research papers
8
Oxford bulletin of economics and statistics
8
Journal of empirical finance
7
Journal of forecasting
6
Working paper series / School of Economics and Finance, Curtin University of Technology
6
Econometric reviews
5
Tinbergen Institute Discussion Papers
5
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Discussion papers in quantitative economics and computing / E
4
Economic research paper / Loughborough University, Department of Economics
4
International review of financial analysis
4
Risks : open access journal
4
The econometrics journal
4
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
4
An Elgar reference collection
3
Annals of financial economics
3
Discussion paper in urban and regional economics / C
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of risk and financial management : JRFM
3
Journal of time series econometrics
3
Research paper / University of Melbourne, Department of Economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Economic Modelling
2
Economic modelling
2
Economics discussion paper series / Loughborough University, Department of Economics
2
International Review of Financial Analysis
2
International journal of forecasting
2
Journal of Risk and Financial Management
2
Research in international business and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
2
A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4/6
,
pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
Saved in:
3
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:
4
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
5
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
6
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
7
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:
8
Testing for non-linearity in daily sterling exchange rates
Brooks, Chris
- In:
Applied financial economics
6
(
1996
)
4
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
Saved in:
9
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
10
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->