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~isPartOf:"Asia-Pacific journal of risk and insurance : APJRI"
~isPartOf:"CREATES research paper"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Agriculture"
~subject:"Saisonale Schwankungen"
~subject:"VAR model"
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Search: subject_exact:"Autocorrelation"
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Saisonale Schwankungen
VAR model
Autocorrelation
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Autokorrelation
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Teräsvirta, Timo
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He, Changli
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Asia-Pacific journal of risk and insurance : APJRI
CREATES research paper
European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
6
Inference in the spatial autoregressive efficiency model with an application to Dutch dairy farms
Skevas, Ioannis
- In:
European journal of operational research : EJOR
283
(
2020
)
1
,
pp. 356-364
Persistent link: https://www.econbiz.de/10012161988
Saved in:
7
Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Feng, Frank Y.
;
Powers, Michael R.
- In:
Asia-Pacific journal of risk and insurance : APJRI
13
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012120658
Saved in:
8
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:
9
VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
Juan, He
;
Xianglin, Jiang
;
Wang, Jian
;
Zhu, Daoli
;
Lei, Zhen
- In:
European journal of operational research : EJOR
223
(
2012
)
1
,
pp. 106-115
Persistent link: https://www.econbiz.de/10009614005
Saved in:
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