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~isPartOf:"CAMA working paper series"
~isPartOf:"CREATES research paper"
~subject:"Autokorrelation"
~subject:"Saisonale Schwankungen"
~subject:"Statistischer Test"
~subject:"VAR model"
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Search: subject_exact:"Autocorrelation"
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Autokorrelation
Saisonale Schwankungen
Statistischer Test
VAR model
Autocorrelation
20
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11
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11
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9
Theory
9
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Teräsvirta, Timo
5
He, Changli
3
Kang, Jian
3
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3
Rahbek, Anders
2
Agosto, Arianna
1
Andersen, Torben
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Seong, Dakyung
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CAMA working paper series
CREATES research paper
Journal of econometrics
135
Economics letters
78
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62
Econometric reviews
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
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32
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31
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30
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29
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27
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23
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22
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16
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15
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
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13
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10
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10
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ECONIS (ZBW)
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1
Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo
-
2023
Persistent link: https://www.econbiz.de/10014432302
Saved in:
2
Stock returns predictability with unstable predictors
Calonaci, Fabio
;
Kapetanios, George
;
Price, Simon
-
2022
Persistent link: https://www.econbiz.de/10012878864
Saved in:
3
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:
4
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
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:
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