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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
ARCH-Modell
Regression analysis
Autocorrelation
28
Autokorrelation
28
Theorie
15
Theory
15
Time series analysis
15
Estimation theory
12
Schätztheorie
12
Nichtlineare Regression
7
Nonlinear regression
7
ARCH model
6
Estimation
6
Schätzung
6
Börsenkurs
5
Share price
5
Statistical test
5
Statistischer Test
5
Forecasting model
4
Prognoseverfahren
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
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3
Heteroskedastizität
3
Regressionsanalyse
3
Saisonale Schwankungen
3
Seasonal variations
3
Statistical distribution
3
Statistische Verteilung
3
VAR model
3
VAR-Modell
3
Bubbles
2
Core
2
Correlation
2
Einheitswurzeltest
2
Induktive Statistik
2
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English
22
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Teräsvirta, Timo
4
He, Changli
3
Kang, Jian
3
Zhang, Shuhua
3
Rahbek, Anders
2
Sun, Yixiao
2
Agosto, Arianna
1
Andersen, Torben
1
Boswijk, Herman Peter
1
Bredahl Kock, Anders
1
Cai, Charlie X.
1
Calzolari, Giorgio
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Engle, Robert F.
1
Fokianos, Konstantinos
1
Franses, Philip Hans
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Jach, Agnieszka
1
Jin, Sainan
1
Kim, Minjoo
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Kurozumi, Eiji
1
Lunde, Asger
1
Martin, Ian
1
McElroy, Tucker
1
Nonejad, Nima
1
Phillips, Peter C. B.
1
Russell, Jeffrey R.
1
Sandberg, Rickard
1
Seong, Dakyung
1
Shin, Yongcheol
1
Skrobotov, Anton
1
Tjøstheim, Dag
1
Tsarev, Alexey
1
Varneskov, Rasmus Tangsgaard
1
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CREATES research paper
Discussion paper / Department of Economics, University of California San Diego
Journal of financial econometrics
Journal of econometrics
51
Economics letters
28
Econometric reviews
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Discussion paper / Tinbergen Institute
21
Econometric theory
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of forecasting
17
Applied economics letters
14
Journal of empirical finance
14
Journal of forecasting
14
The econometrics journal
13
Energy economics
12
Cowles Foundation discussion paper
10
Economic modelling
9
SSE EFI working paper series in economics and finance
8
Working paper
8
Applied economics
7
CESifo working papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of applied econometrics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers in economics
5
Discussion papers of interdisciplinary research project 373
5
Econometric Institute research papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance research letters
5
Risks : open access journal
5
The European journal of finance
5
CBN journal of applied statistics
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
Cambridge working papers in economics
4
Computational economics
4
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ECONIS (ZBW)
22
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1
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
8
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
9
On the autocorrelation of the stock market
Martin, Ian
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10012504290
Saved in:
10
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
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