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subject:"Statistical test"
~isPartOf:"Econometric reviews"
~isPartOf:"Spatial economic analysis : the journal of the Regional Studies Association"
~subject:"Autocorrelation"
~subject:"Spatial interaction"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Autocorrelation
Spatial interaction
Autokorrelation
67
Estimation theory
38
Schätztheorie
38
Theorie
25
Theory
25
Time series analysis
20
Zeitreihenanalyse
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Estimation
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Schätzung
15
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14
Regional economics
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Einheitswurzeltest
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spatial autoregression
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Aufsatz in Zeitschrift
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Lee, Lung-fei
5
Teräsvirta, Timo
3
Baltagi, Badi H.
2
Doğan, Osman
2
Jin, Fei
2
Kiliç, Rehim
2
Liu, Xiaodong
2
Sun, Yiguo
2
Taṣpınar, Süleyman
2
Yang, Ye
2
Yu, Jihai
2
Alcalá-Fdez, Jesús
1
Ali, Mukhtar M.
1
Arauzo, Antonio
1
Astill, Sam
1
Aznarte, José Luis
1
Bai, Jushan
1
Bao, Yong
1
Bartolucci, Francesco
1
Bellio, R.
1
Benkwitz, Alexander
1
Benı́tez, José Manuel
1
Billé, Anna Gloria
1
Birgean, Ionel
1
Blasques, Francisco
1
Breitung, Jörg
1
Brännäs, Kurt
1
Chen, Bin
1
Chen, Haiqiang
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Chen, I-Po
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Cho, Jin Seo
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Chong, Terence Tai-Leung
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Davidson, Russell
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De Luca, Giovanni
1
Debarsy, Nicolas
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Demetrescu, Matei
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Deng, Ying
1
Dijk, Dick van
1
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1
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Econometric reviews
Spatial economic analysis : the journal of the Regional Studies Association
Journal of econometrics
134
Economics letters
77
Econometric theory
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The econometrics journal
29
Journal of forecasting
27
International journal of forecasting
23
Applied economics
22
Economic modelling
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
The journal of real estate finance and economics
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Energy economics
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Journal of regional science
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The European journal of finance
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Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
11
Applied financial economics
10
Finance research letters
10
Papers in regional science : the journal of the Regional Science Association International
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International review of financial analysis
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Journal of banking & finance
9
Risks : open access journal
9
The empirical economics letters : a monthly international journal of economics
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International journal of production research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Macroeconomic dynamics
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Economics bulletin : EB
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
Journal of financial econometrics
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ECONIS (ZBW)
67
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
3
Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
Yang, Lixiong
;
Chen, I-Po
;
Lee, Chingnun
;
Ren, Mingjian
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 452-489
Persistent link: https://www.econbiz.de/10014551815
Saved in:
4
Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 490-517
Persistent link: https://www.econbiz.de/10014551819
Saved in:
5
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
Saved in:
6
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
7
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
Saved in:
8
Inference in a similarity-based spatial autoregressive model
Lieberman, Offer
;
Rossi, Francesca
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 471-486
Persistent link: https://www.econbiz.de/10014305560
Saved in:
9
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
10
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
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