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~language:"eng"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
~type:"article"
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Zeitreihenanalyse
Theorie
54
Theory
54
Einheitswurzeltest
32
Unit root test
32
Time series analysis
28
Saisonale Schwankungen
13
Seasonal variations
13
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11
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Taylor, Robert
Gil-Alaña, Luis A.
78
Franses, Philip Hans
62
Phillips, Peter C. B.
57
Caporale, Guglielmo Maria
34
Gupta, Rangan
34
Koopman, Siem Jan
33
Perron, Pierre
31
Koop, Gary
28
Harvey, Andrew C.
27
Leybourne, Stephen James
26
Lütkepohl, Helmut
26
Granger, C. W. J.
25
Newbold, Paul
25
Ghysels, Eric
23
McAleer, Michael
23
Mills, Terence C.
23
Stock, James H.
23
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Swanson, Norman R.
21
Engle, Robert F.
19
Hong, Yongmiao
19
Hyndman, Rob J.
19
Watson, Mark W.
19
Clements, Michael P.
18
Petropoulos, Fotios
18
Lucas, André
17
Pesaran, M. Hashem
17
Proietti, Tommaso
17
Chang, Tsangyao
16
Haldrup, Niels
16
Herwartz, Helmut
16
Marcellino, Massimiliano
16
Moosa, Imad A.
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
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Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
28
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
7
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
9
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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