//--> //--> //-->
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"
~person:"Psaradakis, Zacharias G."
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"Unit root test"
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-Modell
Regression analysis
Unit root test
Autocorrelation
9
Autokorrelation
9
Theorie
6
Theory
6
Time series analysis
6
Estimation theory
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtlineare Regression
3
Nonlinear regression
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Multivariate Analyse
2
Multivariate analysis
2
Autoregressive models
1
Bubbles
1
Börsenkurs
1
Cointegration
1
Cross-correlation
1
Einheitswurzeltest
1
Estimation
1
Hyperinflation
1
Kointegration
1
Markov-switching autoregressive model
1
Markov-switching model
1
Nonlinearity
1
Portmanteau test
1
Probability theory
1
Schätzung
1
Share price
1
Spekulationsblase
1
Stock returns
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Psaradakis, Zacharias G.
Phillips, Peter C. B.
33
Teräsvirta, Timo
24
Rahbek, Anders
16
Kapetanios, George
14
Koopman, Siem Jan
14
Lanne, Markku
14
Sun, Yixiao
13
Saikkonen, Pentti
12
Shin, Yongcheol
12
Blasques, Francisco
11
Magdalinos, Tassos
11
Medeiros, Marcelo C.
11
Pitarakis, Jean-Yves
11
Bec, Frédérique
10
Cavaliere, Giuseppe
10
Lucas, André
10
Franses, Philip Hans
9
He, Changli
9
Nielsen, Bent
9
Hansen, Bruce E.
8
Luoto, Jani
8
Talmain, Gabriel
8
Taylor, Robert
8
Dijk, Dick van
7
Dufour, Jean-Marie
7
Hafner, Christian M.
7
Jin, Sainan
7
Pesaran, M. Hashem
7
Abadir, Karim Maher
6
Cubadda, Gianluca
6
Funke, Michael
6
Gronwald, Marc
6
Guay, Alain
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Li, Guodong
6
Lieberman, Offer
6
Ravazzolo, Francesco
6
Timmermann, Allan
6
more ...
less ...
Published in...
All
Birkbeck working papers in economics and finance : BWPEF
1
Econometric reviews
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
Saved in:
3
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:
4
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
Saved in:
5
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
6
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->