//--> //--> //--> //-->
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:"Taylor, Robert"
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
Application of Adaptive Neuro-...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
88
Zeitreihenanalyse
88
Theorie
44
Theory
44
Einheitswurzeltest
40
Unit root test
40
Estimation theory
25
Schätztheorie
25
Bootstrap approach
23
Bootstrap-Verfahren
23
Structural break
16
Strukturbruch
16
Volatility
16
Volatilität
16
Saisonale Schwankungen
15
Seasonal variations
15
Statistical test
15
Statistischer Test
15
Estimation
14
Heteroscedasticity
14
Heteroskedastizität
14
Schätzung
14
Cointegration
12
Kointegration
12
Stochastic process
11
Stochastischer Prozess
11
Autocorrelation
10
Autokorrelation
10
Saisonkomponente
7
Seasonal component
7
Statistical theory
7
Statistische Methodenlehre
7
VAR model
7
VAR-Modell
7
Fractional integration
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Commodity price
4
Random Walk
4
Random walk
4
more ...
less ...
Online availability
All
Free
21
Undetermined
17
Type of publication
All
Article
61
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Arbeitspapier
28
Working Paper
28
Graue Literatur
23
Non-commercial literature
23
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
92
Author
All
Taylor, Robert
Caporale, Guglielmo Maria
382
Gil-Alaña, Luis A.
344
Franses, Philip Hans
311
McAleer, Michael
298
Phillips, Peter C. B.
296
Koopman, Siem Jan
277
Ravazzolo, Francesco
225
Kapetanios, George
223
Gupta, Rangan
208
Marcellino, Massimiliano
201
Pesaran, M. Hashem
185
Teräsvirta, Timo
175
Gao, Jiti
160
Härdle, Wolfgang
151
Kilian, Lutz
149
Koop, Gary
149
Lütkepohl, Helmut
134
Roventini, Andrea
130
Kunst, Robert M.
128
Dijk, Herman K. van
124
Sibbertsen, Philipp
123
Casarin, Roberto
122
Swanson, Norman R.
120
Siliverstovs, Boriss
116
Dijk, Dick van
114
Giannone, Domenico
114
Timmermann, Allan
111
Hyndman, Rob J.
107
Proietti, Tommaso
104
Lucas, André
103
Ghysels, Eric
100
Harvey, Andrew C.
100
Stock, James H.
100
Engle, Robert F.
98
Rossi, Barbara
98
Hendry, David F.
97
Watson, Mark W.
97
Schorfheide, Frank
95
Chang, Chia-Lin
92
more ...
less ...
Published in...
All
Journal of econometrics
18
Econometric theory
12
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Econometric reviews
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CREATES research paper
5
Discussion papers / Department of Economics, University of Copenhagen
4
Oxford bulletin of economics and statistics
4
Queen's Economics Department working paper
4
Journal of empirical finance
3
The econometrics journal
3
Economics letters
2
DAE working paper
1
Discussion paper / Tinbergen Institute
1
Discussion papers in economics
1
Discussion papers in economics / School of 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
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detecting seasonal unit roots : an approach based on the sample
autocorrelation
function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
2
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
3
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:
4
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:
5
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
6
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
7
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
Saved in:
8
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003788886
Saved in:
9
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
10
Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
91
(
2006
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->