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~subject:"Autocorrelation"
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Autocorrelation
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Phillips, Peter C. B.
29
Teräsvirta, Timo
16
Lee, Lung-fei
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Lanne, Markku
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Saikkonen, Pentti
13
Sun, Yixiao
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Lesage, James P.
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Sul, Donggyu
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Blasques, Francisco
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Franses, Philip Hans
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Griffith, Daniel A.
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Abadir, Karim Maher
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Kelejian, Harry H.
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Pesaran, M. Hashem
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Prucha, Ingmar R.
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Shin, Yongcheol
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Clements, Michael P.
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Dufour, Jean-Marie
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Gouriéroux, Christian
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Hafner, Christian M.
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He, Changli
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Lieberman, Offer
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Lütkepohl, Helmut
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Talmain, Gabriel
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Bollerslev, Tim
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Chahrour, Ryan
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Egger, Peter
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Giovanis, Eleftherios
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Croux, Christophe
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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1
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Journal of econometrics
45
Economics letters
29
Econometric theory
26
Econometric reviews
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
14
Applied economics letters
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The econometrics journal
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Cowles Foundation discussion paper
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Discussion paper / Tinbergen Institute
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Regional science & urban economics
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CESifo working papers
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European journal of operational research : EJOR
9
International journal of forecasting
9
SSE EFI working paper series in economics and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of regional science
8
Macroeconomic dynamics
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CREATES research paper
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Journal of applied econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CORE discussion paper : DP
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Energy economics
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Journal of empirical finance
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion papers in economics
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Letters in spatial and resource sciences : LSRS
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Risks : open access journal
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SFB 649 discussion paper
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Statistical papers
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The empirical economics letters : a monthly international journal of economics
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American journal of agricultural economics
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Cambridge working papers in economics
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ECONIS (ZBW)
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1
Spatial interaction and spatial autocorrelation
Fischer, Manfred M.
;
Reismann, Martin
;
Scherngell, Thomas
- In:
Perspectives on spatial data analysis
,
(pp. 61-79)
.
2010
Persistent link: https://www.econbiz.de/10003946106
Saved in:
2
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing
;
Feng, Shuhui
;
Jin, Fei
- In:
Economics letters
180
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
Saved in:
3
Modelling stock returns with negative autocorrelations
Kanto, Antti J.
;
Tuovila, Olavi A.
-
1990
Persistent link: https://www.econbiz.de/10000798266
Saved in:
4
Actuarial applications of autoregressive models of fluctuating interest rates
Pollard, John H.
-
1988
Persistent link: https://www.econbiz.de/10000763000
Saved in:
5
Actuarial applications of autoregressive models of fluctuating interest rates
Pollard, J. H.
-
1988
Persistent link: https://www.econbiz.de/10000133658
Saved in:
6
Shortcomings of tests for autocorrelation
Zaman, Asad
-
1994
Persistent link: https://www.econbiz.de/10000148803
Saved in:
7
An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1995
Persistent link: https://www.econbiz.de/10000151780
Saved in:
8
A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.
;
Deadman, Derek F.
;
Clark, F.
-
1997
Persistent link: https://www.econbiz.de/10000654971
Saved in:
9
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
10
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
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