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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"United States"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
ARCH-Modell
Regression analysis
United States
Autocorrelation
6
Autokorrelation
6
Theorie
4
Theory
4
Estimation theory
3
Schätztheorie
3
Heteroscedasticity
2
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Regressionsanalyse
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1928-1991
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ARCH model
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Exchange rate
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Market microstructure
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Marktmikrostruktur
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Nichtlineare Regression
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Nonlinear regression
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Prognoseverfahren
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Schätzung
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Share price
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Structural break
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Strukturbruch
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USA
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Unit root test
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English
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Sun, Yixiao
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Boswijk, Herman Peter
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Engle, Robert F.
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Franses, Philip Hans
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Granger, C. W. J.
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Hyung, Namwon
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Jin, Sainan
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
54
Economics letters
31
Econometric reviews
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion paper / Tinbergen Institute
21
Econometric theory
20
International journal of forecasting
18
Journal of empirical finance
15
Journal of forecasting
15
Applied economics letters
14
Energy economics
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CREATES research paper
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The econometrics journal
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Applied economics
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Cowles Foundation discussion paper
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Economic modelling
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Working paper
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
SSE EFI working paper series in economics and finance
8
Discussion papers / Helsinki Center of Economic Research : discussion paper
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation Discussion Paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International review of financial analysis
6
Journal of applied econometrics
6
Risks : open access journal
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Department of Economics, University of Copenhagen
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
Macroeconomic dynamics
5
Regional science & urban economics
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
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A convergent t-statistic in spurious regressions
Sun, Yixiao
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2003
Persistent link: https://www.econbiz.de/10001753294
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2
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
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3
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
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4
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
5
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
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