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subject:"Zeitreihenanalyse"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"Unit root test"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
ARCH-Modell
Regression analysis
Unit root test
Autocorrelation
29
Autokorrelation
29
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
13
Time series analysis
8
Einheitswurzeltest
7
Statistical test
7
Statistischer Test
7
Regressionsanalyse
4
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3
Heteroskedastizität
3
Monte Carlo simulation
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Monte-Carlo-Simulation
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Räumliche Interaktion
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Spatial interaction
3
ARCH model
2
Bootstrap approach
2
Bootstrap-Verfahren
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Forecasting model
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Prognoseverfahren
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local to unity
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Aggregation
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Autoregression
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Autoregressive approximation
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Bias
1
Binding function
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Bootstrap
1
Capital income
1
Cointegration
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Confidence intervals
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Dynamische Wirtschaftstheorie
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Article
18
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English
18
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Baillie, Richard
1
Baltagi, Badi H.
1
Barrio Castro, Tomas del
1
Engler, Eric
1
Ginker, Tim
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Kalliovirta, Leena
1
Kao, Chihwa
1
Kapetanios, George
1
Karanasos, Menelaos
1
Kejriwal, Mohitosh
1
Kiliç, Rehim
1
Kim, Jinki
1
Kiviet, J. F.
1
Larsson, Rolf
1
Lieberman, Offer
1
Liu, Long
1
Magdalinos, Tassos
1
Ng, Serena
1
Nielsen, Bent
1
Osborn, Denise R.
1
Phillips, Garry D. A.
1
Proietti, Tommaso
1
Sandberg, Rickard
1
Sun, Yixiao
1
Vogelsang, Timothy J.
1
Xu, Ke-li
1
Yu, Xuewen
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The econometrics journal
Journal of econometrics
54
Econometric reviews
32
Econometric theory
29
Economics letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Discussion paper / Tinbergen Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics letters
18
International journal of forecasting
18
Cowles Foundation discussion paper
15
Journal of empirical finance
15
Journal of forecasting
14
CREATES research paper
13
Energy economics
12
Working paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Economic modelling
10
SSE EFI working paper series in economics and finance
9
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
CESifo working papers
7
Cowles Foundation Discussion Paper
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
International review of financial analysis
6
Journal of applied econometrics
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 in economics and econometrics
5
Discussion papers of interdisciplinary research project 373
5
Econometric Institute research papers
5
Economics discussion papers
5
Finance research letters
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
5
Oxford bulletin of economics and statistics
5
Risks : open access journal
5
The European journal of finance
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CBN journal of applied statistics
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ECONIS (ZBW)
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1
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
2
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
3
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
4
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
5
Misspecification tests based on quantile residuals
Kalliovirta, Leena
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
Saved in:
6
The empirical process of autoregressive residuals
Engler, Eric
;
Nielsen, Bent
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10003875827
Saved in:
7
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
8
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
9
Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
Saved in:
10
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10003559951
Saved in:
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