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~subject:"Autokorrelation"
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Autokorrelation
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Sun, Yixiao
9
Lobato, Ignacio N.
5
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4
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4
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3
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3
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3
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2
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2
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1
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Amir, Abdoulkarim Ilmi
1
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1
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ECONIS (ZBW)
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61
Exploring scan methods to test spatial structure with an application to housing prices in Madrid
López, Fernando A.
;
Chasco Yrigoyen, Coro
;
Le Gallo, Julie
- In:
Papers in regional science : the journal of the …
94
(
2015
)
2
,
pp. 317-346
Persistent link: https://www.econbiz.de/10011545143
Saved in:
62
Testing for long memory in the Indian stock market
Tripathy, Nalini Prava
- In:
The journal of prediction markets
9
(
2015
)
3
,
pp. 23-39
Persistent link: https://www.econbiz.de/10011547160
Saved in:
63
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
64
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
Saved in:
65
Does the Indian stock market exhibit random walk?
Dsouza, Janet Jyothi
;
Mallikarjunappa, T.
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011761334
Saved in:
66
The importance of using a test of weak-form market efficiency that does not require investigating the data first
Aumeboonsuke, Vesarach
;
Dryver, Arthur L.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 350-357
Persistent link: https://www.econbiz.de/10010532717
Saved in:
67
Statistical design of X charts for autocorrelated processes for different sample sizes
Prajapati, D. R.
;
Singh, Sukhraj
- In:
International journal of productivity and quality …
14
(
2014
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10011283356
Saved in:
68
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
69
Testing for dependency, autocorrelation and weak information efficiency in horse race rankings time series
Lindén, Mikael
- In:
The journal of prediction markets
8
(
2014
)
2
,
pp. 43-75
Persistent link: https://www.econbiz.de/10010530210
Saved in:
70
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
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