//--> //--> //-->
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:"CREATES research paper"
~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~subject:"Theorie"
~subject:"VAR model"
~type_genre:"Working Paper"
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:"Autocorrelation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
VAR model
Autocorrelation
15
Autokorrelation
15
Time series analysis
9
Zeitreihenanalyse
9
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-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
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Teräsvirta, Timo
3
He, Changli
2
Kang, Jian
2
Zhang, Shuhua
2
Agosto, Arianna
1
Andersen, Torben
1
Bredahl Kock, Anders
1
Cavaliere, Giuseppe
1
Hansen, Peter Reinhard
1
Kristensen, Dennis
1
Lunde, Asger
1
Montes Schütte, Erik Christian
1
Nonejad, Nima
1
Quistgaard Pedersen, Thomas
1
Rahbek, Anders
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zanetti Chini, Emilio
1
more ...
less ...
Published in...
All
CREATES research paper
European journal of operational research : EJOR
Cowles Foundation discussion paper
12
Discussion paper / Tinbergen Institute
11
CESifo working papers
10
SSE EFI working paper series in economics and finance
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CORE discussion paper : DP
6
EUI working paper
5
SFB 649 discussion paper
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Columbia economics discussion paper series / Department of Economics, Columbia University
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers in economics
4
Discussion papers of interdisciplinary research project 373
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Econometric Institute research papers
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Discussion papers in economics and econometrics
3
EUI working paper / ECO
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
CFS working paper series
2
DAE working paper
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion paper series / IZA
2
Discussion paper series / University of Essex, Department of Economics
2
Discussion papers / Department of Economics, University of Copenhagen
2
Dresdner Beiträge zu quantitativen Verfahren
2
Economics working paper
2
Massachusetts Institute of Technology Department of Economics working paper series : working paper
2
Warwick economic research papers
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper series
2
Working paper series / Department of Economics, Auburn University
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
4
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:
5
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:
6
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:
7
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
8
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
-
2013
Persistent link: https://www.econbiz.de/10010190892
Saved in:
9
On the miracle property of the adaptive LASSO in stationary and nonstationary autoregressions
Bredahl Kock, Anders
-
2012
Persistent link: https://www.econbiz.de/10009485767
Saved in:
10
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->