//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"ARCH-Modell"
~subject:"Nichtlineare Regression"
~subject:"Regression analysis"
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:"AR(1) model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH-Modell
Nichtlineare Regression
Regression analysis
Autocorrelation
21
Autokorrelation
21
Theorie
11
Theory
11
Time series analysis
11
Estimation theory
9
Schätztheorie
9
Nonlinear regression
7
ARCH model
4
Statistical test
4
Statistischer Test
4
Estimation
3
Regressionsanalyse
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Core
2
Correlation
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Prognoseverfahren
2
Saisonkomponente
2
Seasonal component
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Structural break
2
Strukturbruch
2
USA
2
United States
2
nonlinear model
2
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
18
Author
All
Teräsvirta, Timo
5
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
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Engle, Robert F.
1
Fokianos, Konstantinos
1
Franses, Philip Hans
1
Hansen, Peter Reinhard
1
Jin, Sainan
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
Nonejad, Nima
1
Phillips, Peter C. B.
1
Russell, Jeffrey R.
1
Sandberg, Rickard
1
Seong, Dakyung
1
Tjøstheim, Dag
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zanetti Chini, Emilio
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
52
Economics letters
31
Econometric reviews
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Discussion paper / Tinbergen Institute
21
Econometric theory
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
International journal of forecasting
17
Journal of forecasting
15
Applied economics letters
14
Journal of empirical finance
14
Economic modelling
13
The econometrics journal
13
Energy economics
12
Cowles Foundation discussion paper
10
SSE EFI working paper series in economics and finance
10
Working paper
9
Applied economics
8
CESifo working papers
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
The European journal of finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
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
Finance research letters
5
Journal of financial econometrics
5
Risks : open access journal
5
The empirical economics letters : a monthly international journal of economics
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
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
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:
7
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:
8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
9
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
-
2013
Persistent link: https://www.econbiz.de/10010190892
Saved in:
10
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->