//--> //--> //-->
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:"Volatilität"
~isPartOf:"Econometric theory"
~subject:"Capital income"
~subject:"Regressionsanalyse"
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:"Autoregressives Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Capital income
Regressionsanalyse
Autocorrelation
62
Autokorrelation
62
Estimation theory
31
Schätztheorie
31
Theorie
26
Theory
26
Time series analysis
15
Zeitreihenanalyse
15
Einheitswurzeltest
12
Unit root test
12
Heteroscedasticity
9
Heteroskedastizität
9
Regional economics
7
Regionalökonomik
7
Statistical test
7
Statistischer Test
7
Regression analysis
6
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Method of moments
4
Momentenmethode
4
Panel
4
Panel study
4
Robust statistics
4
Robustes Verfahren
4
Cointegration
3
Correlation
3
Forecasting model
3
Kointegration
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Stochastic process
3
Stochastischer Prozess
3
Bayes-Statistik
2
Bayesian inference
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Roknossadati, S. M.
2
Zarepour, Mahmoud
2
Cavaliere, Giuseppe
1
Georgiev, Iliyan
1
Li, Guodong
1
Su, Liangjun
1
Sun, Yixiao
1
Ullah, Aman
1
Zhu, Qianqian
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
17
Journal of empirical finance
12
Economics letters
11
The European journal of finance
10
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Tinbergen Institute
8
Econometric reviews
7
Energy economics
7
Finance research letters
7
Economic modelling
6
Journal of banking & finance
6
Applied economics
5
Applied economics letters
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
The econometrics journal
5
The review of financial studies
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of risk
4
NBER working paper series
4
Review of Pacific Basin financial markets and policies
4
Review of quantitative finance and accounting
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Computational economics
3
Cowles Foundation discussion paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of economics and financial issues : IJEFI
3
Journal of financial econometrics
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
NBER Working Paper
3
Quarterly journal of business and economics : QJBE
3
Regional science & urban economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
2
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
Saved in:
3
M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
Roknossadati, S. M.
;
Zarepour, Mahmoud
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1663-1682
Persistent link: https://www.econbiz.de/10008738346
Saved in:
4
Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud
;
Roknossadati, S. M.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
Saved in:
5
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
Saved in:
6
A convergent t-statistic in spurious regressions
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
5
,
pp. 943-962
Persistent link: https://www.econbiz.de/10002265261
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->