//--> //--> //--> //-->
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:"Brooks, Chris"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~subject:"Time series analysis"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zeitreihenanalyse
15
Theorie
14
Theory
14
Großbritannien
9
United Kingdom
9
Estimation
8
Schätzung
8
Capital income
4
Kapitaleinkommen
4
Statistical test
4
Statistischer Test
4
USA
4
United States
4
Aktienindex
3
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Share price
3
Stock index
3
Unit root test
3
Aktienmarkt
2
Capital market returns
2
Efficient market hypothesis
2
Effizienzmarkthypothese
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
Simulation
2
Statistical theory
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Brooks, Chris
Leybourne, Stephen James
McAleer, Michael
Gil-Alaña, Luis A.
21
Gupta, Rangan
14
Moosa, Imad A.
14
Ghysels, Eric
8
Newbold, Paul
7
Taylor, Robert
7
Franses, Philip Hans
6
Koop, Gary
6
Peel, David
6
Perron, Pierre
6
Bhaskara Rao, Buddhavarapu
5
Chang, Tsangyao
5
Engle, Robert F.
5
Harvey, Andrew C.
5
Koopman, Siem Jan
5
Li, Wai Keung
5
Zhu, Ke
5
Bahmani-Oskooee, Mohsen
4
Balcilar, Mehmet
4
Blazsek, Szabolcs
4
Burns, Kelly
4
Caporale, Guglielmo Maria
4
Gao, Jiti
4
Gschwandtner, Adelina
4
Harvey, David I.
4
Kim, Jong-Min
4
Lee, Chien-chiang
4
Lucas, André
4
Marcellino, Massimiliano
4
Omay, Tolga
4
Speight, Alan E. H.
4
Stock, James H.
4
Su, Liangjun
4
Tsay, Ruey S.
4
Westerlund, Joakim
4
Aastveit, Knut Are
3
Allen, David E.
3
Andrews, Donald W. K.
3
more ...
less ...
Published in...
All
Applied economics
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric Institute research papers
30
Working paper
20
Discussion paper / Tinbergen Institute
19
Journal of econometrics
15
Econometric reviews
7
Economics letters
7
Econometric theory
6
Journal of forecasting
6
Journal of economic surveys
5
Oxford bulletin of economics and statistics
5
Discussion papers in quantitative economics and computing / E
4
An Elgar reference collection
3
Discussion paper / Institute of Social and Economic Research
3
Journal of empirical finance
3
Journal of time series econometrics
3
The econometrics journal
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
International review of economics & finance : IREF
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The international library of critical writings in econometrics
2
Working papers in economics and econometrics
2
Working papers in quantitative economics and econometrics
2
CREDIT research paper
1
Computational economics
1
DAE working paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper in urban and regional economics / C
1
Discussion papers in economics / School of Economics
1
Economia : revista da ANPEC
1
Economics discussion paper series / Loughborough University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
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:
7
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:
8
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:
9
Convergence and catching up in ASEAN : a comparative analysis
Lim, Lee K.
;
McAleer, Michael
- In:
Applied economics
36
(
2004
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
Saved in:
10
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->