//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"CREATES research paper"
~type_genre:"Graue Literatur"
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:"Autokorrelation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
15
Autokorrelation
15
Time series analysis
9
Zeitreihenanalyse
9
Theorie
7
Theory
7
Estimation theory
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätztheorie
6
ARCH model
3
ARCH-Modell
3
Saisonale Schwankungen
3
Seasonal variations
3
VAR model
3
VAR-Modell
3
Correlation
2
Estimation
2
Korrelation
2
Saisonkomponente
2
Schätzung
2
Seasonal component
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
nonlinear model
2
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Börsenkurs
1
Changing seasonality
1
China
1
Climate change
1
Core
1
Distribution testing
1
EU countries
1
EU-Staaten
1
Forecasting model
1
Gaussian process
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
15
Non-commercial literature
15
Working Paper
15
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
15
Author
All
Teräsvirta, Timo
5
He, Changli
3
Kang, Jian
3
Zhang, Shuhua
3
Rahbek, Anders
2
Agosto, Arianna
1
Andersen, Torben
1
Bredahl Kock, Anders
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Fokianos, Konstantinos
1
Hansen, Peter Reinhard
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
Montes Schütte, Erik Christian
1
Nonejad, Nima
1
Quistgaard Pedersen, Thomas
1
Sandberg, Rickard
1
Seong, Dakyung
1
Tjøstheim, Dag
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zanetti Chini, Emilio
1
more ...
less ...
Published in...
All
Applied financial economics
CREATES research paper
Discussion paper / Tinbergen Institute
30
Cowles Foundation discussion paper
25
Working paper
19
CESifo working papers
17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Discussion papers / Helsinki Center of Economic Research : discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion papers / Department of Economics, University of Copenhagen
8
Discussion papers in economics and econometrics
8
Discussion paper series / IZA
7
Discussion papers in economics
7
Discussion papers of interdisciplinary research project 373
7
SSE EFI working paper series in economics and finance
7
CORE discussion paper : DP
6
Cambridge working papers in economics
6
Discussion paper / Centre for Economic Policy Research
6
SFB 649 discussion paper
6
CAMA working paper series
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
EUI working paper
5
Economics discussion papers
5
Working paper series
5
BOFIT discussion papers
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Columbia economics discussion paper series / Department of Economics, Columbia University
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / University of Essex, Department of Economics
4
Econometric Institute research papers
4
Recent work / Department of Economics, UC San Diego
4
Umeå economic studies
4
Working papers
4
Working papers / TSE : WP
4
Birkbeck working papers in economics and finance : BWPEF
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
5
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
Testing for explosive bubbles in the presence of autocorrelated innovations
Quistgaard Pedersen, Thomas
;
Montes Schütte, Erik Christian
-
2017
Persistent link: https://www.econbiz.de/10011624118
Saved in:
8
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->