//--> //--> //--> //-->
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
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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:"Serial correlation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation theory
Volatility
Zeitreihenanalyse
Autokorrelation
2,723
Autocorrelation
2,722
Theorie
1,041
Theory
1,035
Schätztheorie
840
Time series analysis
800
Schätzung
556
Estimation
555
Prognoseverfahren
341
Forecasting model
339
Räumliche Interaktion
313
Spatial interaction
313
Kapitaleinkommen
264
Capital income
263
Börsenkurs
259
Share price
258
Regional economics
256
Regionalökonomik
256
Statistical test
234
Statistischer Test
234
USA
222
United States
222
Einheitswurzeltest
212
Unit root test
212
Volatilität
210
Regressionsanalyse
184
Regression analysis
182
ARCH model
164
Panel
163
Nichtlineare Regression
162
Nonlinear regression
162
Panel study
161
Method of moments
156
Momentenmethode
156
Heteroscedasticity
124
Heteroskedastizität
123
more ...
less ...
Online availability
All
Free
598
Undetermined
387
Type of publication
All
Article
856
Book / Working Paper
680
Type of publication (narrower categories)
All
Article in journal
807
Aufsatz in Zeitschrift
807
Graue Literatur
333
Non-commercial literature
333
Working Paper
328
Arbeitspapier
326
Aufsatz im Buch
40
Book section
40
Hochschulschrift
19
Thesis
16
Collection of articles written by one author
10
Sammlung
10
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Forschungsbericht
2
Sammelwerk
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Festschrift
1
Government document
1
Konferenzschrift
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,524
Undetermined
5
French
3
German
2
Polish
1
Russian
1
Author
All
Phillips, Peter C. B.
44
Lee, Lung-fei
29
Sun, Yixiao
29
Teräsvirta, Timo
26
Baltagi, Badi H.
17
Koopman, Siem Jan
16
Rahbek, Anders
16
Lanne, Markku
14
Medeiros, Marcelo C.
12
Blasques, Francisco
11
Cavaliere, Giuseppe
11
Jin, Fei
11
Robinson, Peter M.
11
Saikkonen, Pentti
11
Andrews, Donald W. K.
10
Franses, Philip Hans
10
Jin, Sainan
10
Lucas, André
10
Magdalinos, Tassos
10
Prucha, Ingmar R.
10
Sul, Donggyu
10
Wang, Hansheng
10
Kapetanios, George
9
Kelejian, Harry H.
9
Stock, James H.
9
Bollerslev, Tim
8
He, Changli
8
Liu, Long
8
Luoto, Jani
8
Lütkepohl, Helmut
8
Pesaran, M. Hashem
8
Pitarakis, Jean-Yves
8
Psaradakis, Zacharias G.
8
Sola, Martin
8
Talmain, Gabriel
8
Abadir, Karim Maher
7
Dijk, Dick van
7
Dufour, Jean-Marie
7
Hafner, Christian M.
7
Hayakawa, Kazuhiko
7
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Ekonomiska forskningsinstitutet <Stockholm>
6
National Bureau of Economic Research
4
London School of Economics and Political Science
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Centre for Analytical Finance <Århus>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Institut für Wirtschaftswissenschaften <Wien>
1
Institutul de Prognoza Economica, Institutul National de Cercetari Economice (INCE)
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
University of British Columbia / Finance Division
1
University of California, San Diego / Department of Economics
1
University of Reading / Department of Economics
1
Universität zu Köln
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Journal of econometrics
98
Economics letters
52
Econometric reviews
43
Econometric theory
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Discussion paper / Tinbergen Institute
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Cowles Foundation discussion paper
19
International journal of forecasting
19
The econometrics journal
19
Applied economics letters
17
Journal of forecasting
16
Journal of empirical finance
15
CESifo working papers
14
CREATES research paper
14
Economic modelling
14
Regional science & urban economics
13
Energy economics
12
Cowles Foundation Discussion Paper
10
Econometrics : open access journal
10
International review of financial analysis
9
SSE EFI working paper series in economics and finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Spatial economic analysis : the journal of the Regional Studies Association
8
Working paper
8
Cambridge working papers in economics
7
Discussion papers in economics
7
Discussion papers of interdisciplinary research project 373
7
Journal of financial econometrics
7
Oxford bulletin of economics and statistics
7
The European journal of finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CESifo Working Paper Series
6
Finance research letters
6
Journal of applied econometrics
6
Review of quantitative finance and accounting
6
Discussion paper / Department of Economics, University of California San Diego
5
Discussion papers / Department of Economics, University of Copenhagen
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,529
RePEc
5
EconStor
2
Showing
71
-
80
of
1,536
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
72
On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests
Deheri, Abdhut
- In:
The Indian economic journal
72
(
2024
)
4
,
pp. 585-601
Persistent link: https://www.econbiz.de/10014632369
Saved in:
73
Asymmetric impact of multifarious exchange rate shocks on stock prices : fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Odionye, Joseph Chukwudi
;
Emmanuel O, Nwosu
;
Odo, …
- In:
Journal of international trade & economic development : …
33
(
2024
)
5
,
pp. 868-902
Persistent link: https://www.econbiz.de/10014632807
Saved in:
74
Feedback trading and its implications for return autocorrelations in India during COVID
Mukherjee, Paramita
;
Chatterjee, Rajashri
- In:
Journal of emerging market finance
23
(
2024
)
2
,
pp. 246-270
Persistent link: https://www.econbiz.de/10014633199
Saved in:
75
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
76
Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 490-517
Persistent link: https://www.econbiz.de/10014551819
Saved in:
77
A study of China's financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
Han, Guanghui
;
Liu, Panpan
;
Zhang, Yueqiang
;
Li, Xiaobo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10014556673
Saved in:
78
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
79
Huber loss meets spatial autoregressive model : a robust variable selection method with prior information
Song, Yunquan
;
Zhan, Minmin
;
Zhang, Yue
;
Liu, Yongxin
- In:
Networks and spatial economics : a journal of …
24
(
2024
)
1
,
pp. 291-311
Persistent link: https://www.econbiz.de/10014515602
Saved in:
80
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->