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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"AR(1) model"
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
32
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
The econometrics journal
29
Journal of forecasting
27
Cowles Foundation discussion paper
26
International journal of forecasting
23
Applied economics
22
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
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Working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
17
The journal of real estate finance and economics
16
CREATES research paper
15
Energy economics
15
Journal of regional science
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Econometrics : open access journal
13
European journal of operational research : EJOR
13
The European journal of finance
13
Cowles Foundation Discussion Paper
12
Journal of applied econometrics
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Finance research letters
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Oxford bulletin of economics and statistics
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SSE EFI working paper series in economics and finance
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Spatial economic analysis : the journal of the Regional Studies Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Applied financial economics
10
Discussion papers in economics and econometrics
10
NBER Working Paper
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Papers in regional science : the journal of the Regional Science Association International
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
3
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
4
Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib
;
Hyndman, Rob J.
-
2014
Persistent link: https://www.econbiz.de/10010349977
Saved in:
5
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
6
Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen
-
2005
Persistent link: https://www.econbiz.de/10003042639
Saved in:
7
Random walk smooth transition autoregressive models
Anderson, Heather M.
;
Low, Chin Nam
-
2004
Persistent link: https://www.econbiz.de/10002474788
Saved in:
8
Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.
;
Athanasopoulos, George
;
Vahid, Farshid
-
2002
Persistent link: https://www.econbiz.de/10001722423
Saved in:
9
Capturing the shape of business cycles with nonlinear autoregressive leading indicator models
Athanasopoulos, George
;
Anderson, Heather M.
;
Vahid, Farshid
-
2001
Persistent link: https://www.econbiz.de/10001618882
Saved in:
10
Predicting the probability of a recession with nonlinear autoregressive leading indicator models
Anderson, Heather M.
;
Vahid, Farshid
-
2000
Persistent link: https://www.econbiz.de/10001479234
Saved in:
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