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~isPartOf:"Applied financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~person:"Franses, Philip Hans"
~person:"Leybourne, Stephen James"
~person:"Westerlund, Joakim"
~subject:"Schätzung"
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Franses, Philip Hans
Leybourne, Stephen James
Westerlund, Joakim
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3
Chan, Joshua
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Applied financial economics
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Econometric Institute research papers
5
Oxford bulletin of economics and statistics
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Discussion paper / Tinbergen Institute
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Tinbergen Institute Discussion Paper
2
Working paper
2
Applied economics
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Applied economics letters
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Bozen economics & management paper series : BEMPS
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Econometric theory
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Economic research paper / Loughborough University, Department of Economics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics letters
1
Emerging markets review
1
Energy economics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
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Report / Econometric Institute, Erasmus University Rotterdam
1
Review of development economics : an essential resource for any development economist
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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The econometrics journal
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The review of economics and statistics
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ECONIS (ZBW)
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1
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:
2
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
3
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
4
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:
5
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
6
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
7
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
Saved in:
8
Heterocedasticity robust panel unit root tests
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 112-135
Persistent link: https://www.econbiz.de/10010380473
Saved in:
9
Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald
;
Sarafidis, Vasilis
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
Saved in:
10
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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