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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~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
49
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Theorie
21
Theory
21
Estimation theory
20
Schätztheorie
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Li, Wai Keung
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Roy, Anindya
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
51
Economics letters
28
Econometric reviews
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Discussion paper / Tinbergen Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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International journal of forecasting
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Applied economics letters
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CREATES research paper
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SSE EFI working paper series in economics and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
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Discussion papers of interdisciplinary research project 373
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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Risks : open access journal
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CBN journal of applied statistics
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Cambridge working papers in economics
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Computational economics
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ECONIS (ZBW)
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1
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
2
Autoregressive model with spatial dependence and missing data
Zhou, Jing
;
Liu, Jin
;
Wang, Feifei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
4
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
5
Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Álvarez, Rocío
;
Camacho, Maximo
;
Ruiz Marín, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 484-495
Persistent link: https://www.econbiz.de/10012178190
Saved in:
6
Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
Saved in:
7
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
8
Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 160-172
Persistent link: https://www.econbiz.de/10011894483
Saved in:
9
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
10
On mixture double autoregressive time series models
Li, Guodong
;
Zhu, Qianqian
;
Liu, Zhao
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10011704199
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