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~person:"Baltagi, Badi H."
~person:"Clements, Michael P."
~person:"Psaradakis, Zacharias G."
~subject:"Time series analysis"
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Search: subject_exact:"Autocorrelation"
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Time series analysis
Autocorrelation
39
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39
Estimation theory
16
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16
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Baltagi, Badi H.
Clements, Michael P.
Psaradakis, Zacharias G.
Phillips, Peter C. B.
23
Teräsvirta, Timo
22
Koopman, Siem Jan
14
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Lucas, André
10
Saikkonen, Pentti
10
Franses, Philip Hans
9
Kapetanios, George
8
Luoto, Jani
8
Magdalinos, Tassos
8
Rahbek, Anders
8
Sun, Yixiao
8
Talmain, Gabriel
8
Dijk, Dick van
7
Dufour, Jean-Marie
7
Pesaran, M. Hashem
7
Pitarakis, Jean-Yves
7
Abadir, Karim Maher
6
He, Changli
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Ravazzolo, Francesco
6
Taylor, Robert
6
Timmermann, Allan
6
Bec, Frédérique
5
Bohn Nielsen, Heino
5
Cavaliere, Giuseppe
5
Cubadda, Gianluca
5
Dueker, Michael
5
Giovanis, Eleftherios
5
Hong, Yongmiao
5
Li, Guodong
5
Lieberman, Offer
5
Lütkepohl, Helmut
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5
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Birkbeck working papers in economics and finance : BWPEF
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Econometric reviews
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ECONIS (ZBW)
11
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
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
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
Saved in:
5
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
6
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
7
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001904952
Saved in:
8
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
Saved in:
9
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
10
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
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