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subject:"Zeitreihenanalyse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"Schätzung"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
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Autocorrelation
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30
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20
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Donayre, Luiggi
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Audrino, Francesco
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
55
Economics letters
37
Econometric reviews
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Discussion paper / Tinbergen Institute
26
Econometric theory
20
Applied economics letters
18
International journal of forecasting
18
Journal of empirical finance
15
Journal of forecasting
15
Economic modelling
14
The econometrics journal
14
CREATES research paper
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Energy economics
12
Cowles Foundation discussion paper
11
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10
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9
Working paper
9
SSE EFI working paper series in economics and finance
8
Spatial economic analysis : the journal of the Regional Studies Association
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Econometrics : open access journal
7
International review of financial analysis
7
Journal of applied econometrics
7
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
Cowles Foundation Discussion Paper
6
International journal of finance & economics : IJFE
6
Journal of risk and financial management : JRFM
6
Regional science & urban economics
6
Risks : open access journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied financial economics
5
Cambridge working papers in economics
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Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers in economics
5
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
23
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
4
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
5
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
6
Flexible HAR model for realized volatility
Audrino, Francesco
;
Huang, Chen
;
Okhrin, Ostap
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
Saved in:
7
A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei
;
Hafner, Christian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011897483
Saved in:
8
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
9
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Saved in:
10
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
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