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:"Statistical test"
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
EXPLOITING INFINITE VARIANCE T...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
Bootstrap approach
54
Bootstrap-Verfahren
54
Time series analysis
54
Zeitreihenanalyse
54
Theorie
39
Theory
39
Estimation theory
37
Schätztheorie
37
Cointegration
26
Volatility
26
Volatilität
26
Kointegration
25
Unit root test
25
Einheitswurzeltest
24
wild bootstrap
18
Co-integration
17
Heteroscedasticity
16
Heteroskedastizität
16
Stochastic process
16
Stochastischer Prozess
16
Bootstrap
14
Estimation
13
Schätzung
13
Autocorrelation
12
Autokorrelation
12
VAR model
12
VAR-Modell
12
Statistischer Test
10
ARCH model
8
ARCH-Modell
8
Wild bootstrap
8
fractional integration
8
(un)conditional heteroskedasticity
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
non-stationary volatility
7
conditional sum-of-squares
6
quasi-maximum likelihood estimation
6
Forecasting model
5
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
10
Author
All
Taylor, Robert
8
Cavaliere, Giuseppe
7
Georgiev, Iliyan
3
Harvey, David I.
2
Leybourne, Stephen James
2
Demetrescu, Matei
1
Perera, Indeewara
1
Rahbek, Anders
1
Rodrigues, Paulo M. M.
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe
- In:
Economics letters
82
(
2004
)
3
,
pp. 403-408
Persistent link: https://www.econbiz.de/10001938525
Saved in:
5
Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
Saved in:
6
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
7
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
Saved in:
8
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
Saved in:
9
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002379273
Saved in:
10
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
