Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"Taylor, Robert"
~subject:"Time series analysis"
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zeitreihenanalyse
8
Theorie
7
Theory
7
Bootstrap approach
5
Bootstrap-Verfahren
5
Einheitswurzeltest
5
Unit root test
5
Volatility
4
Volatilität
4
Cointegration
3
Kointegration
3
Estimation
2
Estimation theory
2
Heteroscedasticity
2
Heteroskedastizität
2
Saisonale Schwankungen
2
Schätztheorie
2
Schätzung
2
Seasonal variations
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
VAR model
2
VAR-Modell
2
(periodic) nonstationary volatility
1
1900-2003
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Augmented regression
1
Autocorrelation
1
Autokorrelation
1
Bootstrap
1
Bubbles
1
Börsenkurs
1
Capital income
1
Co-integration
1
Commodity price
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Taylor, Robert
McAleer, Michael
23
Kapetanios, George
18
Escribano, Álvaro
14
Phillips, Peter C. B.
13
Blazsek, Szabolcs
10
Franses, Philip Hans
8
Yu, Jun
8
Caporin, Massimiliano
7
Dagum, Estela Bee
7
Teräsvirta, Timo
7
Engsted, Tom
6
Giraitis, Liudas
6
Maasoumi, Esfandiar
6
Piger, Jeremy Max
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Baillie, Richard
5
Chang, Chia-Lin
5
Kilian, Lutz
5
Licht, Adrian
5
McElroy, Tucker
5
Medeiros, Marcelo C.
5
Owyang, Michael T.
5
Österholm, Pär
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
McCracken, Michael W.
4
Oxley, Les
4
Perron, Pierre
4
Pollock, David Stephen G.
4
Reed, W. Robert
4
Anderson, Richard G.
3
Asai, Manabu
3
Ayala, Astrid
3
Babula, Ronald Alexander
3
Bagshaw, Michael L.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
more ...
less ...
Published in...
All
Econometric reviews
Working paper
Journal of econometrics
19
Econometric theory
14
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CREATES research paper
5
Oxford bulletin of economics and statistics
4
Queen's Economics Department working paper
4
Discussion papers / Department of Economics, University of Copenhagen
3
Journal of empirical finance
3
The econometrics journal
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
CREATES Research Paper
2
Discussion papers in economics
2
Discussion papers in economics / School of Economics
2
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
DAE working paper
1
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Economics letters
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
2
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary
volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
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:
5
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:
6
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
7
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
8
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
