//--> //--> //--> //-->
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
~subject:"Seasonal variations"
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
Bootstrap Cointegration Rank T...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Seasonal variations
Theorie
144
Theory
143
Time series analysis
122
Zeitreihenanalyse
122
Unit root test
104
Einheitswurzeltest
97
Cointegration
77
Kointegration
70
Bootstrap approach
67
Bootstrap-Verfahren
67
Estimation theory
58
Schätztheorie
58
Statistical test
45
Statistischer Test
45
VAR model
45
VAR-Modell
45
Volatilität
39
Volatility
38
Estimation
33
Schätzung
33
Stochastic process
31
Stochastischer Prozess
31
Saisonale Schwankungen
28
Structural break
27
Strukturbruch
27
Heteroscedasticity
24
Heteroskedastizität
24
Autocorrelation
21
Autokorrelation
21
Bootstrap
19
wild bootstrap
19
Co-integration
18
Prognoseverfahren
16
Forecasting model
15
Correlation
14
Korrelation
14
Wild bootstrap
13
Regression analysis
12
Regressionsanalyse
12
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
15
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
12
Working Paper
12
Graue Literatur
9
Non-commercial literature
9
Rezension
1
more ...
less ...
Language
All
English
28
Author
All
Taylor, Robert
25
Rodrigues, Paulo M. M.
6
Smith, Richard J.
6
Taylor, A. M. Robert
5
Franses, Philip Hans
3
Barrio Castro, Tomás del
2
Burridge, Peter
2
Leybourne, Stephen James
2
Osborn, Denise R.
2
Astill, S.
1
Barrio Castro, Tomas del
1
Castro, Tomás del Barrio
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Ercolani, Joanne S.
1
Harvey, David I.
1
Leybourne, Stephen J.
1
Miron, Jeffrey A.
1
Skrobotov, Anton
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
1
Published in...
All
Department of Economics discussion paper / Department of Economics, The University of Birmingham
6
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Econometric reviews
2
DAE working paper
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
1
EUI working paper
1
Economics discussion paper series : EDP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
3
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
4
Locally optimal tests against seasonal unit roots
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415830
Saved in:
5
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:
6
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
7
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
8
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003393127
Saved in:
9
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
10
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->