//--> //--> //-->
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:"Journal of applied econometrics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
ARCH-Modell
Regression analysis
Autocorrelation
12
Autokorrelation
12
Theorie
7
Theory
7
Time series analysis
6
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Schätzung
3
Bruttoinlandsprodukt
2
Forecast
2
Gross domestic product
2
Heteroscedasticity
2
Heteroskedastizität
2
Inflation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Prognose
2
USA
2
United States
2
1960-2004
1
1964-2004
1
2002-2016
1
Arbeitslosigkeit
1
Bayes-Statistik
1
Bayesian inference
1
Capital market returns
1
Causality analysis
1
Cointegration
1
Comparison
1
Economic growth
1
Economic indicator
1
Employment
1
Erwerbstätigkeit
1
Exchange rate
1
G7 countries
1
G7-Staaten
1
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
Billé, Anna Gloria
1
Catania, Leopoldo
1
Clements, Michael P.
1
Creal, Drew
1
Franses, Philip Hans
1
Heinen, Florian
1
Kaufmann, Hendrik
1
Koopman, Siem Jan
1
Lanne, Markku
1
Lucas, André
1
Luoma, Arto
1
Luoto, Jani
1
Paap, Richard
1
Sibbertsen, Philipp
1
Smith, Jeremy
1
more ...
less ...
Published in...
All
Journal of applied 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
CREATES research paper
13
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
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
Journal of financial econometrics
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
Discussion paper / Department of Economics, University of California San Diego
4
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
2
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
3
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
4
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Saved in:
5
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
6
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->