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~subject:"Estimation"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Autokorrelation"
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Estimation
Stock market
Autokorrelation
2,062
Autocorrelation
2,056
Theorie
798
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798
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591
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590
Estimation theory
572
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572
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421
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257
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Westermann, Frank
7
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6
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6
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5
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5
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5
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4
Busetti, Giorgio
4
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4
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4
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4
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4
Manera, Matteo
4
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4
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4
Pick, Andreas
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
Jung, Robert
3
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3
Lee, Chia-hao
3
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3
McAleer, Michael
3
McKenzie, Colin
3
Nijkamp, Peter
3
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3
Pierdzioch, Christian
3
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3
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3
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3
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3
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2
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1
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1
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Applied economics letters
13
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11
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10
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9
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8
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8
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8
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7
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7
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6
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5
International review of financial analysis
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4
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4
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4
Pacific-Basin finance journal
4
Regional science & urban economics
4
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4
Risks : open access journal
4
SFB 649 discussion paper
4
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3
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3
Economics bulletin : EB
3
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3
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3
Quarterly journal of business and economics : QJBE
3
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
486
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71
Exploring the meso-determinants of apartment prices in Polish counties using spatial autoregressive multiscale geographically weighted regression
Tomal, Mateusz
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 822-830
Persistent link: https://www.econbiz.de/10013411790
Saved in:
72
Time-varying impacts of expectations on housing markets across hot and cold phases
Huang, MeiChi
- In:
International finance : the only journal bridging the …
25
(
2022
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10013414277
Saved in:
73
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
74
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
75
Shadow economy threshold effect in the relationship finance-growth in Tunisia : a nonlinear autoregressive distributed lag approach
Mhadhbi, Khalil
;
Terzi, Chokri
- In:
Journal of international development : the journal of …
34
(
2022
)
3
,
pp. 636-651
Persistent link: https://www.econbiz.de/10013186430
Saved in:
76
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
77
One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data
Lu, Fang
;
Yang, Jing
;
Lu, Xuewen
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
6
,
pp. 2645-2671
Persistent link: https://www.econbiz.de/10013197401
Saved in:
78
The dynamic general nesting spatial econometric model for spatial panels with common factors : Further raising the bar
Elhorst, J. Paul
- In:
Review of regional research : a publication of the …
42
(
2022
)
3
,
pp. 249-267
Persistent link: https://www.econbiz.de/10014226092
Saved in:
79
Why do exports react less to real exchange rate depreciations than to appreciations? : evidence from Pakistan
Brun, Martín
;
Gambetta, Juan Pedro
;
Varela, Gonzalo
- In:
Journal of Asian economics
81
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013549940
Saved in:
80
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
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