//--> //--> //--> //-->
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
~person:"Harvey, David I."
~source:"econis"
~subject:"Time series analysis"
~type:"article"
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
Transmission mechanisms from t...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
30
Theory
30
Einheitswurzeltest
14
Unit root test
14
Zeitreihenanalyse
14
Forecasting model
9
Prognoseverfahren
9
Estimation
8
Schätzung
8
Bubbles
7
Börsenkurs
7
Share price
7
Spekulationsblase
7
Explosive autoregression
5
Statistical test
5
Statistischer Test
5
Structural break
5
Strukturbruch
5
Volatility
4
Volatilität
4
Cointegration
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
USA
3
United States
3
rational bubble
3
Break date estimation
2
Capital income
2
Financial market
2
Finanzmarkt
2
G7 countries
2
G7-Staaten
2
Kapitaleinkommen
2
Persistence
2
Predictive regression
2
Probability theory
2
Rational bubble
2
Stochastic process
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
14
Author
All
Harvey, David I.
Franses, Philip Hans
57
Phillips, Peter C. B.
55
Gil-Alaña, Luis A.
43
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
28
Koop, Gary
26
Koopman, Siem Jan
26
Granger, C. W. J.
24
Harvey, Andrew C.
24
Leybourne, Stephen James
24
Hecq, Alain W. J.
23
Mills, Terence C.
23
Caporale, Guglielmo Maria
22
Ghysels, Eric
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Newbold, Paul
21
McAleer, Michael
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Stock, James H.
18
Proietti, Tommaso
17
Clements, Michael P.
16
Engle, Robert F.
16
Haldrup, Niels
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Breitung, Jörg
14
Gupta, Rangan
14
Herwartz, Helmut
14
more ...
less ...
Published in...
All
Applied economics
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
2
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
3
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
4
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
7
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
8
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
9
Forecast combination and encompassing
Newbold, Paul
;
Harvey, David I.
- In:
A companion to economic forecasting
,
(pp. 268-283)
.
2002
Persistent link: https://www.econbiz.de/10001893136
Saved in:
10
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->