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subject:"Zeitreihenanalyse"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
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ARCH-Modell
Regression analysis
Autocorrelation
2,723
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1,021
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1,021
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817
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Phillips, Peter C. B.
27
Teräsvirta, Timo
24
Rahbek, Anders
15
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14
Sun, Yixiao
13
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
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10
Magdalinos, Tassos
10
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10
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9
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9
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8
He, Changli
8
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8
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7
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Hafner, Christian M.
7
Jin, Sainan
7
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Shin, Yongcheol
7
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Kang, Jian
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5
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3
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Journal of econometrics
51
Economics letters
28
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Discussion paper / Tinbergen Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
International journal of forecasting
17
Applied economics letters
14
Journal of empirical finance
14
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14
CREATES research paper
13
The econometrics journal
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Energy economics
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Cowles Foundation discussion paper
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SSE EFI working paper series in economics and finance
8
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8
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CESifo working papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation Discussion Paper
6
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
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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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ECONIS (ZBW)
1,027
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51
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:
52
On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests
Deheri, Abdhut
- In:
The Indian economic journal
72
(
2024
)
4
,
pp. 585-601
Persistent link: https://www.econbiz.de/10014632369
Saved in:
53
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
54
A study of China's financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
Han, Guanghui
;
Liu, Panpan
;
Zhang, Yueqiang
;
Li, Xiaobo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10014556673
Saved in:
55
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
56
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
Saved in:
57
Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
Yang, Lixiong
;
Chen, I-Po
;
Lee, Chingnun
;
Ren, Mingjian
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 452-489
Persistent link: https://www.econbiz.de/10014551815
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58
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
59
Seasonalities in the German stock market
Hofmann, Daniel
;
Keiber, Karl Ludwig
- In:
Financial markets and portfolio management
35
(
2021
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
Saved in:
60
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
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