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~language:"eng"
~person:"Taylor, Robert"
~person:"Yu, Jun"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
172
Theory
171
Time series analysis
65
Einheitswurzeltest
61
Unit root test
61
Stochastic process
48
Stochastischer Prozess
48
Volatility
36
Volatilität
36
Statistical test
31
Statistischer Test
31
Saisonale Schwankungen
24
Seasonal variations
24
Bubbles
18
Spekulationsblase
18
Bootstrap approach
16
Bootstrap-Verfahren
16
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14
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14
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13
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13
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10
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10
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10
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10
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9
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9
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9
Markov-Kette
9
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9
Monte-Carlo-Simulation
9
Saisonkomponente
9
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9
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44
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18
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18
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3
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English
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Taylor, Robert
Yu, Jun
Gil-Alaña, Luis A.
169
Franses, Philip Hans
153
Caporale, Guglielmo Maria
147
Koopman, Siem Jan
147
Phillips, Peter C. B.
130
Koop, Gary
74
Sibbertsen, Philipp
72
Lütkepohl, Helmut
70
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Kunst, Robert M.
67
Teräsvirta, Timo
67
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
61
Lucas, André
60
Dijk, Herman K. van
58
Stock, James H.
58
Marcellino, Massimiliano
56
Gupta, Rangan
54
Maravall Herrero, Agustín
53
Kapetanios, George
52
Granger, C. W. J.
51
Watson, Mark W.
51
Hyndman, Rob J.
50
Engle, Robert F.
49
Feng, Yuanhua
49
Hassler, Uwe
48
Lux, Thomas
48
Bauwens, Luc
46
Hallin, Marc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Dijk, Dick van
43
Gao, Jiti
43
Perron, Pierre
43
Saikkonen, Pentti
43
Ghysels, Eric
42
Ravazzolo, Francesco
42
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Journal of econometrics
12
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
6
Cowles Foundation discussion paper
4
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Working paper
2
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1
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1
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1
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1
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1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
Journal of time series econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
Report / Econometric Institute, Erasmus University Rotterdam
1
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1
The Manchester School
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1
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1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
65
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1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
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:
3
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:
4
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:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
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:
7
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
8
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:
9
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:
10
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:
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