//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Leybourne, Stephen James"
~subject:"Theorie"
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
Theory
15
Statistical test
14
Statistischer Test
14
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
12
Schätztheorie
12
Method of moments
6
Momentenmethode
6
Einheitswurzeltest
4
Induktive Statistik
4
Statistical inference
4
USA
4
Unit root test
4
United States
4
Asymptotics
3
Confidence set
3
Estimation
3
Forecasting model
3
IV-Schätzung
3
Instrumental variables
3
Oil price
3
Prognoseverfahren
3
Schätzung
3
Statistical theory
3
Statistische Methodenlehre
3
Test
3
Ölpreis
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Business cycle
2
Cointegration
2
Conditional likelihood ratio test
2
Identification
2
Inference
2
Kointegration
2
Konjunktur
2
Lohn
2
Modellierung
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
11
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Reprint
1
more ...
less ...
Language
All
English
15
Author
All
Andrews, Donald W. K.
Leybourne, Stephen James
Phillips, Peter C. B.
53
Ghysels, Eric
7
Harvey, Andrew C.
6
Taylor, Robert
6
Yu, Jun
6
Li, Wai Keung
5
Whang, Yoon-jae
5
Zivot, Eric
5
Brown, Donald J.
4
Gregory, Allan W.
4
Linton, Oliver
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Perron, Pierre
4
Chen, Xiaohong
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Engle, Robert F.
3
Franses, Philip Hans
3
Geanakoplos, John
3
Hall, Alastair R.
3
Hamilton, James D.
3
Hansen, Lars Peter
3
Harvey, David I.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lucas, André
3
Lütkepohl, Helmut
3
Mandelbrot, Benoît B.
3
Nijman, Theodore E.
3
Otsu, Taisuke
3
Palm, Franz C.
3
Schienle, Melanie
3
Sentana, Enrique
3
Shi, Shuping
3
Song, Kyungchul
3
Stock, James H.
3
more ...
less ...
Published in...
All
Applied financial economics
Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of econometrics
5
Applied economics
4
Econometric reviews
3
Econometric theory
3
Journal of empirical finance
3
The econometrics journal
3
Economics discussion paper series / Loughborough University, Department of Economics
2
Economics letters
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
An Elgar reference collection
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The International library of critical writings in econometrics
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
2
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:
3
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
4
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
5
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:
6
End-of-sample cointegration breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
7
Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
-
1999
-
Rev
Persistent link: https://www.econbiz.de/10001445444
Saved in:
8
End-of-sample instability tests
Andrews, Donald W. K.
-
2002
Persistent link: https://www.econbiz.de/10001671906
Saved in:
9
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->