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~language:"eng"
~person:"Taylor, Robert"
~subject:"Saisonale Schwankungen"
~subject:"Zeitreihenanalyse"
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Saisonale Schwankungen
Zeitreihenanalyse
Theorie
82
Theory
82
Einheitswurzeltest
50
Unit root test
50
Time series analysis
42
Seasonal variations
24
Stochastic process
18
Stochastischer Prozess
18
Statistical test
17
Statistischer Test
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Volatility
13
Volatilität
13
Cointegration
9
Kointegration
9
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9
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9
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8
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7
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4
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34
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16
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Taylor, Robert
Gil-Alaña, Luis A.
170
Franses, Philip Hans
165
Koopman, Siem Jan
146
Caporale, Guglielmo Maria
145
Phillips, Peter C. B.
129
Koop, Gary
75
Sibbertsen, Philipp
72
Kunst, Robert M.
70
Lütkepohl, Helmut
70
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Teräsvirta, Timo
67
McAleer, Michael
65
Swanson, Norman R.
63
Harvey, Andrew C.
60
Dijk, Herman K. van
59
Lucas, André
59
Stock, James H.
58
Marcellino, Massimiliano
55
Gupta, Rangan
53
Maravall Herrero, Agustín
53
Granger, C. W. J.
52
Kapetanios, George
52
Hyndman, Rob J.
51
Watson, Mark W.
51
Hassler, Uwe
50
Engle, Robert F.
49
Feng, Yuanhua
49
Lux, Thomas
48
Ghysels, Eric
47
Bauwens, Luc
46
Gao, Jiti
46
Hallin, Marc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Dijk, Dick van
43
Saikkonen, Pentti
43
Perron, Pierre
42
Ravazzolo, Francesco
42
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European University Institute / Department of Economics
1
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Journal of econometrics
6
Econometric reviews
5
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
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2
Oxford bulletin of economics and statistics
2
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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
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1
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1
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1
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1
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ECONIS (ZBW)
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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
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:
6
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
7
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003393127
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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