//--> //--> //--> //-->
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
~language:"eng"
~person:"Taylor, Robert"
~subject:"Großbritannien"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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
Marketing
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Zeitreihenanalyse
Theorie
25
Theory
25
Einheitswurzeltest
17
Unit root test
17
Time series analysis
11
Saisonale Schwankungen
10
Seasonal variations
10
Stochastic process
8
Stochastischer Prozess
8
Statistical test
7
Statistischer Test
7
Volatility
4
Volatilität
4
Structural break
3
Strukturbruch
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Heteroscedasticity
2
Heteroskedastizität
2
Lag model
2
Lag-Modell
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Random Walk
2
Random walk
2
Saisonkomponente
2
Seasonal component
2
Statistical theory
2
Statistische Methodenlehre
2
1955-1996
1
Cointegration
1
Dickey-Fuller type unit root
1
HEGY tests
1
Inflation rate
1
Inflationsrate
1
Kaufkraftparität
1
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Working Paper
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
11
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Author
All
Taylor, Robert
Caporale, Guglielmo Maria
99
Gil-Alaña, Luis A.
97
Koopman, Siem Jan
85
Franses, Philip Hans
79
Pesaran, M. Hashem
54
Sibbertsen, Philipp
52
Kunst, Robert M.
51
Dijk, Herman K. van
47
Phillips, Peter C. B.
47
Härdle, Wolfgang
45
Feng, Yuanhua
44
Lucas, André
43
Beran, Jan
41
McAleer, Michael
41
Maravall Herrero, Agustín
39
Banks, James
37
Koop, Gary
37
Blundell, Richard W.
36
Marcellino, Massimiliano
36
Teräsvirta, Timo
36
Lütkepohl, Helmut
35
Swanson, Norman R.
34
Timmermann, Allan
33
Lux, Thomas
32
Kapetanios, George
31
Hallin, Marc
30
Hyndman, Rob J.
29
Jenkins, Stephen
29
Smith, James P.
29
Weihs, Claus
29
Dijk, Dick van
28
Bauwens, Luc
26
Fried, Roland
26
Hassler, Uwe
24
Ravazzolo, Francesco
24
Hautsch, Nikolaus
23
Saikkonen, Pentti
23
Bloom, Nicholas
22
Bos, Charles S.
22
Griffith, Rachel
22
more ...
less ...
Published in...
All
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
DAE working paper
1
Discussion papers in economics
1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
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:
3
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:
4
An unbiased test for a change in persistence
Leybourne, Stephen James
;
Taylor, Robert
;
Kim, Tae-hwan
-
2004
Persistent link: https://www.econbiz.de/10002379251
Saved in:
5
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002672016
Saved in:
6
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
7
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
8
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
9
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
10
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->