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~language:"ell"
~language:"eng"
~language:"spa"
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Börsenkurs
Time series analysis
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82
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49
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49
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42
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24
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Taylor, Robert
Franses, Philip Hans
144
Phillips, Peter C. B.
130
Gil-Alaña, Luis A.
125
Koopman, Siem Jan
123
Caporale, Guglielmo Maria
114
Härdle, Wolfgang
84
Pesaran, M. Hashem
78
Lux, Thomas
76
Hautsch, Nikolaus
69
Lütkepohl, Helmut
69
Koop, Gary
68
McAleer, Michael
62
Teräsvirta, Timo
61
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Timmermann, Allan
56
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55
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55
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55
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54
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53
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52
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51
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50
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50
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46
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45
Marcellino, Massimiliano
45
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44
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43
Campbell, John Y.
42
Feng, Yuanhua
42
Gupta, Rangan
42
Mills, Terence C.
42
Gao, Jiti
41
Hassler, Uwe
41
Perron, Pierre
40
Hendry, David F.
39
Robinson, Peter M.
39
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
6
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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3
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2
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2
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1
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1
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
2
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
3
On the power of GLS-type unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
5
,
pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
Saved in:
4
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
5
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:
6
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
7
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
8
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
9
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:
10
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
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