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subject:"Zeitreihenanalyse"
~person:"Psaradakis, Zacharias G."
~subject:"Regression analysis"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
Regression analysis
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
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Share price
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English
6
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Psaradakis, Zacharias G.
Phillips, Peter C. B.
27
Teräsvirta, Timo
23
Koopman, Siem Jan
14
Sun, Yixiao
13
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Lucas, André
10
Magdalinos, Tassos
10
Saikkonen, Pentti
10
Franses, Philip Hans
9
Kapetanios, George
9
Pitarakis, Jean-Yves
9
Luoto, Jani
8
Rahbek, Anders
8
Talmain, Gabriel
8
Dijk, Dick van
7
Dufour, Jean-Marie
7
Jin, Sainan
7
Pesaran, M. Hashem
7
Abadir, Karim Maher
6
Cavaliere, Giuseppe
6
Cubadda, Gianluca
6
He, Changli
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Li, Guodong
6
Ravazzolo, Francesco
6
Shin, Yongcheol
6
Taylor, Robert
6
Timmermann, Allan
6
Bec, Frédérique
5
Bohn Nielsen, Heino
5
Clements, Michael P.
5
Dueker, Michael
5
Giovanis, Eleftherios
5
Hong, Yongmiao
5
Lieberman, Offer
5
Lütkepohl, Helmut
5
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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
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ECONIS (ZBW)
6
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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
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:
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