//--> //--> //--> //-->
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:"Balcilar, Mehmet"
~person:"Leybourne, Stephen James"
~person:"Nguyen, Duc Khuong"
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
Time series analysis
15
Zeitreihenanalyse
15
Theorie
12
Theory
12
Forecasting model
8
Prognoseverfahren
8
Estimation
7
Schätzung
7
USA
7
United States
7
Börsenkurs
6
Share price
6
Aktienmarkt
4
Capital income
4
Causality analysis
4
Inflation
4
Kapitaleinkommen
4
Kausalanalyse
4
Statistical test
4
Statistischer Test
4
Stock market
4
Volatility
4
Volatilität
4
Cointegration
3
Einheitswurzeltest
3
Großbritannien
3
Kointegration
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Unit root test
3
United Kingdom
3
forecasting
3
Financial crisis
2
Finanzkrise
2
Oil price
2
Predictive regression
2
Regression analysis
2
Regressionsanalyse
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Balcilar, Mehmet
Leybourne, Stephen James
Nguyen, Duc Khuong
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
Allen, David E.
8
Brooks, Chris
8
Ghysels, Eric
8
Harvey, Andrew C.
8
Newbold, Paul
8
Perron, Pierre
8
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
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
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
15
Journal of econometrics
13
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
12
Econometric theory
9
Energy economics
9
Economics letters
7
Oxford bulletin of economics and statistics
7
Journal of international financial markets, institutions & money
6
Economic modelling
5
IZA Discussion Papers
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
The econometrics journal
4
Working papers / University of Connecticut, Department of Economics
4
An Elgar reference collection
3
Discussion paper series / IZA
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Energy Economics
3
IZA Discussion Paper
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Contributions to Management Science
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion papers / Turkish Economic Association
2
ERC Working Papers
2
ERC working papers in economics
2
Economic systems
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Empirica : journal of european economics
2
International Econometric Review (IER)
2
Journal of applied economics
2
Journal of banking & finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied
;
Guesmi, Khaled
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
Saved in:
3
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:
4
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:
5
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:
6
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
7
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:
8
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:
9
Was the recent downturn in US real GDP predictable?
Balcilar, Mehmet
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 2985-3007
Persistent link: https://www.econbiz.de/10011289393
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->