//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Blake, David"
~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
13
Theory
13
Großbritannien
9
United Kingdom
9
Time series analysis
8
Zeitreihenanalyse
8
Einheitswurzeltest
6
Unit root test
6
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Statistical test
4
Statistischer Test
4
USA
4
United States
4
Börsenkurs
3
Mortality
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
Sterblichkeit
3
Vermögen
3
Wealth
3
Bubbles
2
Capital income
2
Explosive autoregression
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Lebensversicherung
2
Life insurance
2
Portfolio selection
2
Portfolio-Management
2
Predictive regression
2
Spekulationsblase
2
rational bubble
2
right-tailed unit root testing
2
1900-2003
1
1948-1985
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Conference paper
1
Konferenzbeitrag
1
Language
All
English
19
Author
All
Blake, David
Leybourne, Stephen James
Taylor, Robert
18
Maasoumi, Esfandiar
12
McMillan, David G.
11
Franses, Philip Hans
10
Perron, Pierre
10
Phillips, Peter C. B.
10
Dagum, Estela Bee
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Ghysels, Eric
8
Lucas, André
8
Su, Liangjun
8
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Gao, Jiti
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hendry, David F.
7
Koop, Gary
7
Spanos, Aris
7
Dufour, Jean-Marie
6
Kapetanios, George
6
Koopman, Siem Jan
6
Li, Qi
6
Li, Wai Keung
6
Lobato, Ignacio N.
6
McElroy, Tucker
6
Pesaran, M. Hashem
6
Psaradakis, Zacharias G.
6
Speight, Alan E. H.
6
Urga, Giovanni
6
Zhu, Ke
6
Andreou, Elena
5
Brooks, Chris
5
Danbolt, Jo
5
Dijk, Dick van
5
Engle, Robert F.
5
more ...
less ...
Published in...
All
Applied financial economics
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of risk and insurance : the journal of the American Risk and Insurance Association
Discussion paper / The Pensions Institute, Cass Business School, City University
33
Journal of econometrics
13
Discussion paper series / LSE Financial Markets Group
12
Econometric theory
9
UBS paper
9
Discussion paper / the Pensions Institute, Birkbeck College, University of London
8
Oxford bulletin of economics and statistics
8
Economics letters
7
Applied economics
6
Journal of empirical finance
5
Economic research paper / Loughborough University, Department of Economics
4
Insurance / Mathematics & economics
4
The econometrics journal
4
An Elgar reference collection
3
Discussion paper / LSE Financial Markets Group
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper in financial economics : FE
2
Economica
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Frontiers in pension finance
2
Journal of time series econometrics
2
The international library of critical writings in econometrics
2
The journal of business : B
2
Working paper
2
CEPR Discussion Papers
1
CREDIT research paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers in economics / School of Economics
1
Economics bulletin : EB
1
European finance review : the official journal of the European Finance Association
1
International journal of forecasting
1
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Testing explosive
bubbles
with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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
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:
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
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:
9
A consistent test for a unit root
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->