//--> //--> //-->
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:"Taylor, Robert"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
8
Zeitreihenanalyse
8
Theorie
6
Theory
6
Einheitswurzeltest
5
Unit root test
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Volatility
3
Volatilität
3
Cointegration
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Kointegration
2
Lag model
2
Lag-Modell
2
Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
VAR model
2
VAR-Modell
2
(periodic) nonstationary volatility
1
1900-2003
1
Autocorrelation
1
Autokorrelation
1
Bootstrap
1
Bubbles
1
Börsenkurs
1
Co-integration
1
Commodity price
1
Conditional heteroscedasticity
1
Data-based lag selection
1
Dauer
1
Dependent point process
1
Duration
1
Duration analysis
1
Estimation theory
1
Explosive autoregression
1
Financial market
1
more ...
less ...
Online availability
All
Undetermined
4
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
Allen, David E.
Taylor, Robert
Dagum, Estela Bee
7
Maasoumi, Esfandiar
7
Phillips, Peter C. B.
7
Teräsvirta, Timo
7
Spanos, Aris
6
Kilian, Lutz
5
Andreou, Elena
4
Franses, Philip Hans
4
McAleer, Michael
4
McElroy, Tucker
4
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Politis, Dimitris N.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Ashley, Richard A.
2
Audrino, Francesco
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
18
School of Accounting, Finance and Economics & FEMARC working paper series
18
Discussion paper / Tinbergen Institute
15
Econometric Institute research papers
11
Econometric theory
11
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Tinbergen Institute Discussion Paper
6
CREATES research paper
5
Working paper
5
Applied economics
4
Oxford bulletin of economics and statistics
4
Queen's Economics Department working paper
4
Tinbergen Institute Discussion Papers
4
Discussion papers / Department of Economics, University of Copenhagen
3
Journal of empirical finance
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The econometrics journal
3
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Applied economics letters
1
Australian journal of management
1
DAE working paper
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
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
European journal of operational research : EJOR
1
Global Business and Economics Review
1
KIER Working Papers
1
Mathematics and Computers in Simulation (MATCOM)
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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
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:
3
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:
4
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:
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
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:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->