//--> //--> //--> //-->
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."
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
Multivariate unit root tests a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Unit root test
47
Einheitswurzeltest
36
Time series analysis
22
Zeitreihenanalyse
22
Theorie
18
Theory
18
Structural break
15
Strukturbruch
15
Estimation theory
7
Schätztheorie
7
Bubbles
5
Börsenkurs
5
Share price
5
Spekulationsblase
5
Volatility
5
Volatilität
5
Explosive autoregression
4
Statistical test
4
Statistischer Test
4
asymptotic power
4
trend uncertainty
4
Correlation
3
Estimation
3
Korrelation
3
Minimum Dickey–Fuller test
3
Schätzung
3
rational bubble
3
union of rejections
3
union of rejections decision rule
3
Asymptotic power
2
Autocorrelation
2
Autokorrelation
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Großbritannien
2
Local GLS detrending
2
Multiple breaks in trend
2
Persistence
2
Predictive regression
2
more ...
less ...
Online availability
All
Undetermined
13
Free
3
Type of publication
All
Article
33
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Language
All
English
40
Undetermined
7
Author
All
Harvey, David I.
Phillips, Peter C. B.
109
Chang, Tsangyao
87
Gil-Alaña, Luis A.
78
Taylor, Robert
78
Narayan, Paresh Kumar
71
Westerlund, Joakim
63
Caporale, Guglielmo Maria
56
Su, Chi-Wei
49
Leybourne, Stephen James
43
Kapetanios, George
38
Lee, Junsoo
35
Nielsen, Morten Ørregaard
34
Chang, Hsu-Ling
33
Smyth, Russell
33
Wagner, Martin
32
Rodrigues, Paulo M. M.
29
Breitung, Jörg
28
Lütkepohl, Helmut
27
Yu, Jun
27
Pesaran, M. Hashem
26
Bahmani-Oskooee, Mohsen
25
Jansson, Michael
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
24
Perron, Pierre
24
Kunst, Robert M.
23
Omay, Tolga
23
Shin, Yongcheol
23
Österholm, Pär
23
Lopez, Claude
22
Popp, Stephan
21
Lee, Chien-chiang
20
Ranjbar, Omid
20
Cook, Steven
19
Elliott, Graham
19
Haldrup, Niels
19
Hassler, Uwe
19
Lanne, Markku
19
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics, School of Economics
6
Loughborough University / Department of Economics
5
Published in...
All
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
6
Econometric theory
6
Economics discussion paper series / Loughborough University, Department of Economics
5
Journal of econometrics
5
Econometric reviews
3
Economics letters
3
Journal of Econometrics
3
Oxford bulletin of economics and statistics
3
Journal of empirical finance
2
The econometrics journal
2
CREATES Research Paper
1
Computational Statistics & Data Analysis
1
Discussion papers in economics / School of Economics
1
Economics Letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
more ...
less ...
Source
All
ECONIS (ZBW)
36
RePEc
11
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
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
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
5
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:
6
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:
7
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
8
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:
9
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:
10
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->