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~language:"eng"
~person:"Proietti, Tommaso"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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141
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86
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51
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51
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Proietti, Tommaso
Taylor, Robert
Gil-Alaña, Luis A.
168
Franses, Philip Hans
153
Koopman, Siem Jan
146
Caporale, Guglielmo Maria
145
Phillips, Peter C. B.
129
Koop, Gary
74
Sibbertsen, Philipp
72
Lütkepohl, Helmut
69
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Teräsvirta, Timo
67
Kunst, Robert M.
66
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
60
Lucas, André
59
Dijk, Herman K. van
58
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58
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55
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53
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52
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52
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51
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51
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50
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49
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49
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48
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46
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43
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43
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42
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ECONIS (ZBW)
86
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1
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
3
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
4
Discussion of the paper "Testing time series data compatibility for benchmarking" by Benoît Quennevillle and Christian Gagné
Proietti, Tommaso
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 767-771
Persistent link: https://www.econbiz.de/10010221278
Saved in:
5
Some reflections on trend-cycle decompositions with correlated components
Proietti, Tommaso
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725655
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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