//--> //--> //-->
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:"Trinity economic papers"
~person:"Leybourne, Stephen James"
~subject:"Einheitswurzeltest"
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
Einheitswurzeltest
Theorie
10
Theory
10
Time series analysis
9
Zeitreihenanalyse
9
Unit root test
6
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Börsenkurs
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
USA
3
United States
3
Bubbles
2
Capital income
2
Explosive autoregression
2
Großbritannien
2
Kapitaleinkommen
2
Predictive regression
2
Spekulationsblase
2
United Kingdom
2
rational bubble
2
right-tailed unit root testing
2
1890-1934
1
1900-2003
1
1948-1985
1
1949-1985
1
Arbeitslosigkeit
1
Augmented regression
1
Autocorrelation
1
Autokorrelation
1
Bonferroni tests
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Causality analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Leybourne, Stephen James
Taylor, Robert
12
Harvey, David I.
5
Andreou, Elena
4
Spanos, Aris
4
Cavaliere, Giuseppe
3
Phillips, Peter C. B.
3
Westerlund, Joakim
3
Astill, Sam
2
Osborn, Denise R.
2
Perron, Pierre
2
Smeekes, Stephan
2
Tzavalis, Elias
2
Andrews, Donald W. K.
1
Bahmani-Oskooee, Mohsen
1
Barrio Castro, Tomás del
1
Boswijk, Herman Peter
1
Burridge, Peter
1
Busetti, Fabio
1
Camarero Olivas, Mariam
1
Chan, Nigel
1
Chang, Tsangyao
1
Chowdhury, Khorshed
1
Cuestas, Juan Carlos
1
Dickey, David A.
1
Fuller, Wayne A.
1
Gengenbach, Christian
1
Georgiev, Iliyan
1
Harris, Richard D. F.
1
Hasan, Mohammad S.
1
He, Changli
1
Herwartz, Helmut
1
Hsiao, Cheng
1
Juhl, Ted
1
Kapetanios, George
1
Karul, Cagin
1
Kasparis, Ioannis
1
Kejriwal, Mohitosh
1
Kiliç, Rehim
1
Klaassen, Franc
1
more ...
less ...
Published in...
All
Applied financial economics
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Trinity economic papers
Journal of econometrics
6
Econometric theory
5
Economics letters
3
Journal of empirical finance
2
The econometrics journal
2
Discussion papers in economics / School of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->