//--> //--> //--> //-->
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:"Trinity economic papers"
~person:"Franses, Philip Hans"
~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
18
Zeitreihenanalyse
18
Theorie
17
Theory
17
USA
9
United States
9
Estimation theory
6
Schätztheorie
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Saisonale Schwankungen
5
Schätzung
5
Seasonal variations
5
Statistical test
4
Statistischer Test
4
Einheitswurzeltest
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Arbeitslosigkeit
2
CAPM
2
Capital income
2
Finland
2
Finnland
2
Großbritannien
2
Kapitaleinkommen
2
Kaufkraftparität
2
Predictive regression
2
Purchasing power parity
2
Statistical theory
2
Statistische Methodenlehre
2
Unemployment
2
United Kingdom
2
1890-1934
1
1900-1987
1
1900-1988
1
1948-1985
1
1949-1983
1
1949-1985
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
20
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
21
Author
All
Franses, Philip Hans
Ghysels, Eric
Leybourne, Stephen James
McMillan, David G.
11
Taylor, Robert
9
Harvey, Andrew C.
7
Koop, Gary
7
Li, Wai Keung
6
Perron, Pierre
6
Speight, Alan E. H.
6
Westerlund, Joakim
6
Blake, David
5
Brooks, Chris
5
Danbolt, Jo
5
Engle, Robert F.
5
Fraser, Patricia
5
Kim, Chang-jin
5
Lucas, André
5
Newbold, Paul
5
Power, David M.
5
Steeley, James M.
5
Tsay, Ruey S.
5
Urga, Giovanni
5
Wohar, Mark E.
5
Zhu, Ke
5
Andrews, Donald W. K.
4
Caporale, Guglielmo Maria
4
Chelley-Steeley, Patricia L.
4
Cheung, Yin-Wong
4
Coakley, Jerry
4
Diebold, Francis X.
4
Dijk, Dick van
4
Gao, Jiti
4
Gil-Alaña, Luis A.
4
Gregory, Allan W.
4
Koopman, Siem Jan
4
Lobato, Ignacio N.
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
more ...
less ...
Institution
All
Trinity College
1
Published in...
All
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Trinity economic papers
Econometric Institute research papers
39
Report / Econometric Institute, Erasmus University Rotterdam
30
Journal of econometrics
28
Discussion paper / Tinbergen Institute
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Econometric Institute Research Papers
21
CIRANO Working Papers
19
Economics letters
16
International journal of forecasting
13
Econometric theory
12
Oxford bulletin of economics and statistics
11
Journal of forecasting
10
Tinbergen Institute Discussion Paper
10
Econometric reviews
9
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
Report / Erasmus Center for Financial Research, Erasmus University
8
Working Papers in Economics
8
Applied economics
7
KIER Working Papers
7
Documentos de Trabajo del ICAE
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of applied econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research memorandum series / Tinbergen Instituut
6
Tinbergen Institute Discussion Papers
6
Journal of empirical finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The econometrics journal
5
CEPR Discussion Papers
4
ERIM report series research in management
4
EUI working paper / ECO
4
Economic research paper / Loughborough University, Department of Economics
4
Research paper series / Swiss Finance Institute
4
Working paper
4
An Elgar reference collection
3
Discussion paper / Department of Economics, University of California San Diego
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of economic surveys
3
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
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
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:
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
Seasonal extraction in the presence of feedback
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Saved in:
8
Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
Saved in:
9
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:
10
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->