//--> //--> //--> //-->
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 theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Trinity economic papers"
~person:"Ghysels, Eric"
~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
Time series analysis
22
Zeitreihenanalyse
22
Theorie
17
Theory
17
Estimation theory
10
Schätztheorie
10
Einheitswurzeltest
8
Unit root test
8
Structural break
6
Strukturbruch
6
Forecasting model
5
Prognoseverfahren
5
Saisonale Schwankungen
5
Seasonal variations
5
USA
5
United States
5
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Regression analysis
3
Regressionsanalyse
3
Volatility
3
Volatilität
3
Großbritannien
2
Predictive regression
2
Statistical theory
2
Statistische Methodenlehre
2
United Kingdom
2
1890-1934
1
1948-1985
1
1949-1983
1
1949-1985
1
1989-1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Aggregation
1
Arbeitslosigkeit
1
Artificial intelligence
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
26
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
27
Author
All
Ghysels, Eric
Leybourne, Stephen James
Phillips, Peter C. B.
24
Taylor, Robert
22
Perron, Pierre
14
Gao, Jiti
11
McMillan, David G.
11
Lütkepohl, Helmut
10
Saikkonen, Pentti
10
Cavaliere, Giuseppe
9
Harvey, Andrew C.
9
Vogelsang, Timothy J.
9
Robinson, Peter M.
8
Harris, David
7
Harvey, David I.
7
Hong, Yongmiao
7
Horváth, Lajos
7
Johansen, Søren
7
Koop, Gary
7
Lobato, Ignacio N.
7
McCabe, Brendan Peter Martin
7
Newbold, Paul
7
Su, Liangjun
7
Andrews, Donald W. K.
6
Chan, Ngai Hang
6
Franses, Philip Hans
6
Inoue, Atsushi
6
Li, Wai Keung
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Shao, Xiaofeng
6
Speight, Alan E. H.
6
Sun, Yixiao
6
Westerlund, Joakim
6
Xiao, Zhijie
6
Blake, David
5
Breitung, Jörg
5
Brooks, Chris
5
Chambers, Marcus J.
5
Danbolt, Jo
5
more ...
less ...
Institution
All
Trinity College
1
Published in...
All
Applied financial economics
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Trinity economic papers
Journal of econometrics
23
CIRANO Working Papers
19
Discussion paper / Centre for Economic Policy Research
8
Economics letters
7
Oxford bulletin of economics and statistics
7
Applied economics
5
Journal of empirical finance
5
CEPR Discussion Papers
4
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research paper series / Swiss Finance Institute
4
The econometrics journal
4
An Elgar reference collection
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of applied econometrics
3
NBER Working Papers
3
NBER working paper series
3
Staff Report
3
Staff reports / Federal Reserve Bank of New York
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Bank of Canada Working Paper
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
ECB Working Paper
2
EUI working paper / ECO
2
Econometric Society monographs
2
Economics discussion paper series / Loughborough University, Department of Economics
2
FRB of Chicago Working Paper
2
International journal of forecasting
2
Journal of financial econometrics
2
Journal of international money and finance
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
NBER Working Paper
2
Staff working paper / Bank of Canada
2
The Manchester School
2
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
2
Sign-based unit root tests for explosive financial
bubbles
in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
3
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
4
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
5
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
6
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
7
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:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
9
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
10
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->