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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Psaradakis, Zacharias G."
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Großbritannien
Time series analysis
Theorie
5
Theory
5
Statistical test
3
Statistischer Test
3
Zeitreihenanalyse
3
1991-1994
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Estimation
1
Estimation theory
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Exchange rate
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Nichtlineare Regression
1
Nonlinear regression
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Regression analysis
1
Regressionsanalyse
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Saisonale Schwankungen
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Schätztheorie
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Schätzung
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Seasonal variations
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Stochastic process
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Stochastischer Prozess
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United Kingdom
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Volatility
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Volatilität
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Wechselkurs
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cross-correlation
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nonlinearity
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portmanteau test
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stock returns
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Psaradakis, Zacharias G.
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
12
Martin, Gael M.
10
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Phillips, Peter C. B.
6
Spanos, Aris
6
Forbes, Catherine Scipione
5
Franses, Philip Hans
5
Taylor, Robert
5
Andreou, Elena
4
Kilian, Lutz
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Dagum, Estela Bee
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Maasoumi, Esfandiar
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Proietti, Tommaso
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Ashley, Richard A.
2
Audrino, Francesco
2
Beaumont, Adrian
2
Cavaliere, Giuseppe
2
Gamakumara, Puwasala
2
Granger, C. W. J.
2
Harvey, David I.
2
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
3
Birkbeck working papers in economics and finance : BWPEF
2
Discussion papers in economics
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Discussion papers in economics and econometrics
1
Economic modelling
1
Economics letters
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
2
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
3
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G.
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
Saved in:
4
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
Saved in:
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