//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Blake, David"
~person:"Caporale, Guglielmo Maria"
~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
17
Zeitreihenanalyse
17
Theorie
13
Theory
13
Estimation theory
9
Schätztheorie
9
Structural break
9
Strukturbruch
9
Einheitswurzeltest
8
Unit root test
8
Großbritannien
6
United Kingdom
6
Forecasting model
5
Prognoseverfahren
5
Statistical test
5
Statistischer Test
5
Estimation
3
Persistence
3
Predictive regression
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
USA
3
United States
3
Vermögen
3
Wealth
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Capital income
2
Cointegration
2
Conditional distribution
2
Fixed regressor wild bootstrap
2
Kapitaleinkommen
2
Kointegration
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Trend break
2
1948-1985
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Blake, David
Caporale, Guglielmo Maria
Leybourne, Stephen James
Phillips, Peter C. B.
31
Taylor, Robert
30
Ghysels, Eric
18
Koop, Gary
17
Linton, Oliver
17
Perron, Pierre
17
Xiao, Zhijie
16
Robinson, Peter M.
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Andrews, Donald W. K.
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Hallin, Marc
12
Harvey, Andrew C.
12
Koopman, Siem Jan
12
Pesaran, M. Hashem
12
Su, Liangjun
12
Yu, Jun
12
Harvey, David I.
11
McMillan, David G.
11
Park, Joon Y.
11
Sun, Yixiao
11
Timmermann, Allan
11
Todorov, Viktor
11
Zhu, Ke
11
Bollerslev, Tim
10
Chen, Xiaohong
10
Francq, Christian
10
Franses, Philip Hans
10
Inoue, Atsushi
10
Li, Jia
10
Marcellino, Massimiliano
10
Patton, Andrew J.
10
Teräsvirta, Timo
10
Velasco, Carlos
10
Westerlund, Joakim
10
Bai, Jushan
9
Baltagi, Badi H.
9
more ...
less ...
Published in...
All
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
CESifo Working Paper
169
CESifo working papers
120
Economics and finance working paper series
87
CESifo Working Paper Series
79
Discussion papers / Deutsches Institut für Wirtschaftsforschung
53
DIW Berlin Discussion Paper
52
DIW Discussion Papers
47
Discussion paper / The Pensions Institute, Cass Business School, City University
33
Discussion paper / Centre for Economic Forecasting
28
Discussion Papers of DIW Berlin
25
Discussion paper series / LSE Financial Markets Group
12
Applied economics
11
Oxford bulletin of economics and statistics
10
Econometric theory
9
UBS paper
9
Applied economics letters
8
Discussion paper / the Pensions Institute, Birkbeck College, University of London
8
Economics letters
8
International journal of finance & economics : IJFE
5
Journal of economics and finance
5
Journal of empirical finance
5
Research in international business and finance
5
Department of Economics working papers
4
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
Finance research letters
4
IHS economics series : working paper
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
The econometrics journal
4
An Elgar reference collection
3
Cogent economics & finance
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / LSE Financial Markets Group
3
Discussion papers of interdisciplinary research project 373
3
Economic modelling
3
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
2
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
3
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
4
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
5
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
6
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
7
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
8
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:
9
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->