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1
Testing serial correlations in high-dimensional time series via extreme value
theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
2
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
Saved in:
3
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
4
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
5
Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Saved in:
6
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
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7
Autoregressive spatial spectral estimates
Gupta, Abhimanyu
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
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8
An automatic Portmanteau test for serial
correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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9
A low-dimension portmanteau test for non-linearity
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10008839958
Saved in:
10
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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