//--> //--> //--> //-->
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:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Econometric reviews"
~subject:"Causality analysis"
~subject:"Forecasting model"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Causality analysis
Forecasting model
Autocorrelation
65
Autokorrelation
65
Estimation theory
31
Schätztheorie
31
Theorie
25
Theory
25
Time series analysis
24
Statistical test
13
Statistischer Test
13
Einheitswurzeltest
11
Unit root test
11
Nichtlineare Regression
10
Nonlinear regression
10
Estimation
9
Schätzung
9
Method of moments
8
Momentenmethode
8
Panel
8
Panel study
8
Räumliche Interaktion
8
Spatial interaction
8
Kleinste-Quadrate-Methode
7
Least squares method
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Prognoseverfahren
6
Regional economics
6
Regionalökonomik
6
Regression analysis
6
Regressionsanalyse
6
USA
6
United States
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Heteroscedasticity
4
Heteroskedastizität
4
Modellierung
4
Nichtparametrisches Verfahren
4
more ...
less ...
Online availability
All
Undetermined
14
Free
7
Type of publication
All
Article
20
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
27
Author
All
Lanne, Markku
4
Saikkonen, Pentti
4
Teräsvirta, Timo
3
Luoto, Jani
2
Meitz, Mika
2
Ahti, Valtteri
1
Alcalá-Fdez, Jesús
1
Arauzo, Antonio
1
Astill, Sam
1
Aznarte, José Luis
1
Bai, Jushan
1
Benı́tez, José Manuel
1
Birgean, Ionel
1
Blasques, Francisco
1
Brännäs, Kurt
1
Chen, Haiqiang
1
Cho, Jin Seo
1
Chong, Terence Tai-Leung
1
Davidson, Russell
1
Dijk, Dick van
1
Fernandes, Marcelo
1
Franses, Philip Hans
1
Harvey, David I.
1
Hellström, Jörgen
1
Hidalgo, Javier
1
Kalliovirta, Leena
1
Kang, Kyu Ho
1
Kapetanios, George
1
Kilian, Lutz
1
Kiliç, Rehim
1
Kim, Young Min
1
Kock, Anders Bredahl
1
Koopman, Siem Jan
1
Leybourne, Stephen James
1
Li, Haiqi
1
Lucas, André
1
Luoma, Arto
1
Medeiros, Marcelo C.
1
Mutl, Jan
1
Nyberg, Henri
1
more ...
less ...
Published in...
All
Discussion papers / Helsinki Center of Economic Research : discussion paper
Econometric reviews
Journal of econometrics
41
Economics letters
24
Journal of forecasting
24
International journal of forecasting
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion paper / Tinbergen Institute
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric theory
17
Applied economics letters
12
Energy economics
11
CREATES research paper
10
Cowles Foundation discussion paper
9
Applied economics
8
Economic modelling
8
Journal of empirical finance
8
The econometrics journal
8
Working paper
8
Journal of applied econometrics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CESifo working papers
6
Cowles Foundation Discussion Paper
6
Oxford bulletin of economics and statistics
6
SSE EFI working paper series in economics and finance
6
Cambridge working papers in economics
5
Discussion papers in economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
Journal of financial econometrics
5
Risks : open access journal
5
Discussion paper / Centre for Economic Policy Research
4
Econometric Institute research papers
4
Econometrics : open access journal
4
Finance research letters
4
International journal of economics and financial issues : IJEFI
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of banking & finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
3
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
4
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
5
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Saved in:
6
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
7
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
8
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
9
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
Saved in:
10
Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009505454
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->