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~language:"eng"
~person:"Taylor, Robert"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
Zeitreihenanalyse
Theorie
82
Theory
82
Einheitswurzeltest
50
Unit root test
50
Time series analysis
42
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
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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Taylor, Robert
Gil-Alaña, Luis A.
168
Koopman, Siem Jan
168
Phillips, Peter C. B.
158
Franses, Philip Hans
155
Caporale, Guglielmo Maria
146
McAleer, Michael
103
Koop, Gary
79
Pesaran, M. Hashem
75
Sibbertsen, Philipp
74
Lütkepohl, Helmut
72
Härdle, Wolfgang
71
Swanson, Norman R.
67
Teräsvirta, Timo
67
Kunst, Robert M.
66
Lucas, André
65
Harvey, Andrew C.
62
Dijk, Herman K. van
61
Marcellino, Massimiliano
61
Lux, Thomas
59
Timmermann, Allan
59
Kapetanios, George
58
Stock, James H.
58
Granger, C. W. J.
55
Gupta, Rangan
55
Bauwens, Luc
53
Maravall Herrero, Agustín
52
Engle, Robert F.
51
Watson, Mark W.
51
Gao, Jiti
50
Hyndman, Rob J.
50
Feng, Yuanhua
49
Hassler, Uwe
49
Linton, Oliver
48
Saikkonen, Pentti
48
Ghysels, Eric
47
Hallin, Marc
47
Proietti, Tommaso
45
Ravazzolo, Francesco
45
Robinson, Peter M.
45
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Econometric reviews
5
Journal of econometrics
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Journal of empirical finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
DAE working paper
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
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
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
5
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:
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
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
8
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
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
Saved in:
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