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~isPartOf:"CREATES research paper"
~isPartOf:"Economics letters"
~subject:"Distribution testing"
~subject:"Saisonale Schwankungen"
~subject:"Stochastic process"
~subject:"VAR model"
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Search: subject_exact:"Autocorrelation"
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Distribution testing
Saisonale Schwankungen
Stochastic process
VAR model
Autocorrelation
93
Autokorrelation
93
Estimation theory
42
Schätztheorie
42
Theorie
35
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35
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30
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30
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Teräsvirta, Timo
4
He, Changli
3
Kang, Jian
3
Zhang, Shuhua
3
Rahbek, Anders
2
Agosto, Arianna
1
Andersen, Torben
1
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1
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1
Damjanovic, Tatiana
1
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1
Fokianos, Konstantinos
1
Girdėnas, Šarūnas
1
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1
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1
Kruse-Becher, Robinson
1
Liu, Keqing
1
Magee, L.
1
Tjøstheim, Dag
1
Varneskov, Rasmus Tangsgaard
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1
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CREATES research paper
Economics letters
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute
4
Econometric theory
4
Economic modelling
4
Journal of empirical finance
4
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4
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EUI working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
Efficient VAR discretization
Gordon, Grey
- In:
Economics letters
204
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012607567
Saved in:
7
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:
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
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdėnas, Šarūnas
;
Liu, Keqing
- In:
Economics letters
130
(
2015
),
pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
Saved in:
10
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
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