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CREATES research paper
Journal of econometrics
164
Economics letters
87
Econometric theory
62
Econometric reviews
61
MPRA Paper
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Regional science & urban economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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The empirical economics letters : a monthly international journal of economics
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Stochastic Processes and their Applications
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European journal of operational research : EJOR
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Risks : open access journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CESifo Working Paper Series
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ECONIS (ZBW)
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Poisson
autoregression
Fokianos, Konstantinos
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Rahbek, Anders
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Tjøstheim, Dag
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2009
Persistent link: https://www.econbiz.de/10003849524
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2
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
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Lunde, Asger
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2010
Persistent link: https://www.econbiz.de/10003934448
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Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
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2010
Persistent link: https://www.econbiz.de/10008651719
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4
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
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2014
Persistent link: https://www.econbiz.de/10010336592
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5
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
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2015
Persistent link: https://www.econbiz.de/10011516997
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A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
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2013
Persistent link: https://www.econbiz.de/10009782709
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7
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
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2021
Persistent link: https://www.econbiz.de/10012620758
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8
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
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2013
Persistent link: https://www.econbiz.de/10010190892
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Testing for explosive bubbles in the presence of autocorrelated innovations
Quistgaard Pedersen, Thomas
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Montes Schütte, Erik Christian
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2017
Persistent link: https://www.econbiz.de/10011624118
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The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
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