//--> //--> //--> //-->
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"
~person:"Andrews, Donald W. K."
~person:"Gil-Alaña, Luis A."
~person:"Harvey, Andrew C."
~type_genre:"Article in journal"
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
12
Zeitreihenanalyse
12
Theorie
10
Theory
10
USA
5
United States
5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Cointegration
3
Kointegration
3
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Oil price
2
Schätztheorie
2
Structural break
2
Strukturbruch
2
Ölpreis
2
1860-1986
1
1871-2004
1
1950-1999
1
1970-1993
1
Aktienindex
1
Balanced growth
1
Bubbles
1
Business cycle
1
Calendar effect
1
EWMA
1
Economic convergence
1
Economic crisis
1
Economic growth
1
Einheitswurzeltest
1
Exponentially weighted moving average
1
Geldmenge
1
Gleichgewichtiges Wachstum
1
Großbritannien
1
Kalendereffekt
1
Kleinste-Quadrate-Methode
1
more ...
less ...
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Reprint
1
Language
All
English
14
Author
All
Andrews, Donald W. K.
Gil-Alaña, Luis A.
Harvey, Andrew C.
McMillan, David G.
11
Taylor, Robert
8
Ghysels, Eric
7
Koop, Gary
7
Leybourne, Stephen James
6
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
Franses, Philip Hans
5
Fraser, Patricia
5
Kim, Chang-jin
5
Power, David M.
5
Steeley, James M.
5
Tsay, Ruey S.
5
Urga, Giovanni
5
Zhu, Ke
5
Caporale, Guglielmo Maria
4
Chelley-Steeley, Patricia L.
4
Cheung, Yin-Wong
4
Coakley, Jerry
4
Dijk, Dick van
4
Gao, Jiti
4
Gregory, Allan W.
4
Koopman, Siem Jan
4
Lobato, Ignacio N.
4
Lucas, André
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Smith, Graham
4
Stock, James H.
4
Su, Liangjun
4
more ...
less ...
Published in...
All
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
26
Applied economics letters
15
Journal of econometrics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
9
Tourism economics : the business and finance of tourism and recreation
8
Economics letters
6
Finance research letters
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of economics and finance
6
Journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Energy economics
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Econometric theory
4
Economic modelling
4
Empirica : journal of european economics
4
International journal of theoretical and applied finance
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Review of development finance
4
Cambridge working papers in economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of forecasting
3
Journal of applied econometrics
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
The South African journal of economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Cogent economics & finance
2
Computational economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for stock market
bubbles
using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
2
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
3
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
5
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
6
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
7
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
Saved in:
8
Time series models for count or qualitative observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 407-417
Persistent link: https://www.econbiz.de/10001075379
Saved in:
9
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
10
Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->