//--> //--> //--> //-->
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:"Abadir, Karim Maher"
~person:"Gouriéroux, Christian"
~person:"Vogelsang, Timothy J."
~subject:"Autokorrelation"
~subject:"Chaos theory"
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
Search: subject_exact:"Autoregressive model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Chaos theory
Autocorrelation
30
Theorie
20
Theory
20
Time series analysis
12
Zeitreihenanalyse
12
Estimation theory
7
Schätztheorie
7
Heteroscedasticity
6
Heteroskedastizität
6
Statistical test
5
Statistischer Test
5
Monopolistic competition
4
Monopolistischer Wettbewerb
4
Real business cycle model
4
Real-Business-Cycle-Theorie
4
Einheitswurzeltest
3
Induktive Statistik
3
Panel
3
Panel study
3
Statistical inference
3
Unit root test
3
ARMA model
2
ARMA-Modell
2
Core
2
Correlation
2
Korrelation
2
Robust statistics
2
Robustes Verfahren
2
Autoregressive Gamma
1
Bourse
1
Bubbles
1
Börse
1
Causality analysis
1
Chaostheorie
1
Climate change
1
Cointegration
1
Common Factor
1
Compound Autoregressive Process
1
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Article
16
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Article in journal
14
Aufsatz in Zeitschrift
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
2
Book section
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
30
Author
All
Abadir, Karim Maher
Gouriéroux, Christian
Vogelsang, Timothy J.
Phillips, Peter C. B.
60
Lee, Lung-fei
43
Sun, Yixiao
36
Teräsvirta, Timo
30
Lanne, Markku
23
Baltagi, Badi H.
20
Kapetanios, George
18
Saikkonen, Pentti
18
Koopman, Siem Jan
17
Rahbek, Anders
17
Griffith, Daniel A.
16
Lesage, James P.
16
Blasques, Francisco
15
Franses, Philip Hans
14
Jin, Fei
14
Pesaran, M. Hashem
14
Shin, Yongcheol
14
Lieberman, Offer
13
Pitarakis, Jean-Yves
13
Prucha, Ingmar R.
13
Ravazzolo, Francesco
13
Robinson, Peter M.
13
Rossi, Francesca
13
Cavaliere, Giuseppe
12
Kelejian, Harry H.
12
Medeiros, Marcelo C.
12
Andrews, Donald W. K.
11
Bec, Frédérique
11
Lütkepohl, Helmut
11
Magdalinos, Tassos
11
Sul, Donggyu
11
Wang, Hansheng
11
Clements, Michael P.
10
Dijk, Dick van
10
Dueker, Michael
10
Jin, Sainan
10
Lucas, André
10
McAleer, Michael
10
more ...
less ...
Institution
All
State University of New York at Albany / Department of Economics
1
Published in...
All
Journal of econometrics
4
Econometric theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion papers in economics
2
30th anniversary edition
1
Bulletin of economic research
1
CAE working paper
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Cowles Foundation discussion paper
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of risk
1
Economics discussion papers
1
Economics letters
1
Estudos e documentos de trabalho
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Série des documents de travail
1
The econometrics journal
1
The review of economic studies
1
Working paper series / European Central Bank
1
Working papers / Instituto Superior de Economia e Gestão, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
2
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Saved in:
3
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
4
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
5
Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
Saved in:
6
Explosive bubble modelling by noncausal process
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10009753198
Saved in:
7
Indirect inference for dynamic panel models
Gouriéroux, Christian
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468437
Saved in:
8
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
Saved in:
9
Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
Saved in:
10
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->