//--> //--> //-->
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:"Econometric reviews"
~person:"Allen, David E."
~person:"Harvey, David I."
~subject:"Theorie"
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
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Time series analysis
4
Zeitreihenanalyse
4
Einheitswurzeltest
3
Theory
3
Unit root test
3
Bubbles
2
Börsenkurs
2
Estimation
2
Explosive autoregression
2
Schätzung
2
Share price
2
Spekulationsblase
2
rational bubble
2
right-tailed unit root testing
2
1900-2003
1
Autocorrelation
1
Autokorrelation
1
Commodity price
1
Dauer
1
Dependent point process
1
Duration
1
Duration analysis
1
Financial market
1
Finanzmarkt
1
Großbritannien
1
Hazard rate and random measure
1
Irregularly spaced high frequency data
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Rohstoffpreis
1
Semiparametric time series
1
Statistical test
1
Statistische Bestandsanalyse
1
Statistischer Test
1
United Kingdom
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Allen, David E.
Harvey, David I.
Spanos, Aris
6
Phillips, Peter C. B.
5
Taylor, Robert
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Maasoumi, Esfandiar
4
Dagum, Estela Bee
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
Li, Hongyi
2
Maddala, Gangadharrao S.
2
McAleer, Michael
2
McElroy, Tucker
2
Osborn, Denise R.
2
Politis, Dimitris N.
2
Su, Liangjun
2
Teräsvirta, Timo
2
White, Halbert
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
Alexandrov, Theodore
1
Anatolyev, Stanislav
1
Anderson, Richard G.
1
Andreou, Panayiotis C.
1
Antoch, Jaromír
1
more ...
less ...
Published in...
All
Econometric reviews
Applied economics
3
Economic research paper / Loughborough University, Department of Economics
3
Econometric Institute research papers
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
Discussion paper / Tinbergen Institute
1
European journal of operational research : EJOR
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
2
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->