//--> //--> //-->
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:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
~person:"He, Changli"
~person:"Kristensen, Dennis"
~person:"Teräsvirta, Timo"
~subject:"Korrelation"
~subject:"Statistischer Test"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Statistischer Test
Autocorrelation
14
Autokorrelation
14
Theorie
9
Theory
9
Time series analysis
7
Zeitreihenanalyse
7
Nichtlineare Regression
6
Nonlinear regression
6
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Saisonale Schwankungen
3
Schätztheorie
3
Seasonal variations
3
Correlation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Saisonkomponente
2
Seasonal component
2
Statistical test
2
VAR model
2
VAR-Modell
2
nonlinear model
2
Changing seasonality
1
China
1
Climate change
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Estimation
1
Exchange rate
1
Gaussian process
1
Großbritannien
1
Insolvency
1
Insolvenz
1
Klimawandel
1
Method of moments
1
Modellierung
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
He, Changli
Kristensen, Dennis
Teräsvirta, Timo
Sun, Yixiao
2
Agosto, Arianna
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Ginker, Tim
1
Guo, Gangzheng
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Kalliovirta, Leena
1
Kang, Jian
1
Kleiber, Christian
1
Kruse-Becher, Robinson
1
Krämer, Walter
1
Lieberman, Offer
1
Rahbek, Anders
1
Robinson, Peter M.
1
Rossi, Francesca
1
Seong, Dakyung
1
Strikholm, Birgit
1
Wang, Shaoping
1
Zhang, Shuhua
1
more ...
less ...
Published in...
All
CREATES research paper
SSE EFI working paper series in economics and finance
The econometrics journal
Energy economics
2
Econometric reviews
1
Economics working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->