//--> //--> //--> //-->
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:"Econometric reviews"
~subject:"Monte-Carlo-Simulation"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Statistischer Test
Autocorrelation
56
Autokorrelation
56
Estimation theory
31
Schätztheorie
31
Theorie
22
Theory
22
Time series analysis
19
Zeitreihenanalyse
19
Statistical test
12
Einheitswurzeltest
11
Unit root test
11
Estimation
9
Nichtlineare Regression
9
Nonlinear regression
9
Schätzung
9
Panel
8
Panel study
8
Räumliche Interaktion
8
Spatial interaction
8
Kleinste-Quadrate-Methode
7
Least squares method
7
Method of moments
7
Momentenmethode
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Regional economics
6
Regionalökonomik
6
Regression analysis
6
Regressionsanalyse
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Heteroscedasticity
4
Heteroskedastizität
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Modellierung
3
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Astill, Sam
1
Baltagi, Badi H.
1
Birgean, Ionel
1
Chen, Bin
1
Cho, Jin Seo
1
Han, Chirok
1
Harvey, David I.
1
Hidalgo, Javier
1
Kilian, Lutz
1
Kiliç, Rehim
1
Leybourne, Stephen James
1
Li, Haiqi
1
Liu, Long
1
Maki, Daiki
1
Martellosio, Federico
1
Paparoditis, Efstathios
1
Park, Sung Y.
1
Perera, Indeewara
1
Phillips, Peter C. B.
1
Politis, Dimitris N.
1
Psaradakis, Zacharias G.
1
Seong, Dakyung
1
Silvapulle, Mervyn J.
1
Sul, Donggyu
1
Taylor, Robert
1
Teräsvirta, Timo
1
Vávra, Marián
1
Yamamoto, Yohei
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
21
Econometric theory
10
The econometrics journal
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics letters
7
Economics letters
7
Regional science & urban economics
7
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
CREATES research paper
3
Cambridge working papers in economics
3
Columbia economics discussion paper series / Department of Economics, Columbia University
3
Cowles Foundation discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Economic modelling
3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of forecasting
3
Journal of regional science
3
Recent work / Department of Economics, UC San Diego
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Working paper
3
Applied financial economics
2
CAMA Working Paper
2
CESifo working papers
2
Center for Policy Research Working Paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers / Department of Economics, University of Albany, State University of New York
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Discussion papers in economics
2
Discussion papers of interdisciplinary research project 373
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic surveys
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Paradigm : the journal of Institute of Management Technology
2
Recent work / Department of Economics, UCSD
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Saved in:
3
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
4
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
5
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
6
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
7
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
8
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
9
Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.
;
Liu, Long
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
Saved in:
10
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->