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~subject:"Time series analysis"
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Time series analysis
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39
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Stock, James H.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Applied economics letters
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CREATES research paper
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Journal of economic dynamics & control
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60
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Cowles Foundation discussion paper
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Energy economics
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NBER working paper series
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Oxford bulletin of economics and statistics
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Journal of empirical finance
52
CESifo working papers
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European journal of operational research : EJOR
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The econometrics journal
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SFB 649 discussion paper
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EUI working paper / ECO
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ECONIS (ZBW)
12,359
RePEc
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EconStor
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ArchiDok
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1
Spatial nonstationarity and spurious regression : the case with row-normalized spatial weights matrix
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
4
(
2009
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10003888736
Saved in:
2
Spatial filtering and missing georeferenced data imputation : a comparison of the Getis and Griffith methods
Griffith, Daniel A.
- In:
Perspectives on spatial data analysis
,
(pp. 227-233)
.
2010
Persistent link: https://www.econbiz.de/10003946129
Saved in:
3
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
4
Detecting dependence between spatial processes
Herrera, Marcos
;
Ruiz Marín, Manuel
;
Mur, Jésus
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
4
,
pp. 469-497
Persistent link: https://www.econbiz.de/10010248335
Saved in:
5
Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
Saved in:
6
Spatial modeling of agricultural markets
Lesage, James P.
- In:
American journal of agricultural economics
75
(
1993
)
5
,
pp. 1211-1216
Persistent link: https://www.econbiz.de/10001168291
Saved in:
7
Exploring relationships between semi-variogram and spatial autoregressive models
Griffith, Daniel A.
- In:
Papers in regional science : the journal of the …
72
(
1993
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001156344
Saved in:
8
Spatial filtering in a regression framework : examples using data on urban crime, regional inequality, and government expenditures
Getis, Arthur
- In:
New directions in spatial econometrics
,
(pp. 172-185)
.
1995
Persistent link: https://www.econbiz.de/10001290022
Saved in:
9
Smooth Transition Spatial Autoregressive Models
Andree, Bo Pieter Johannes
-
2017
geometric ergodicity of the model. Simulation results justify the use of limit
theory
in empirically relevant settings. The …
Persistent link: https://www.econbiz.de/10012955267
Saved in:
10
A spatial econometric multivariate model of Okun's law
Elhorst, J. Paul
;
Emili, Silvia
- In:
Regional science & urban economics
93
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264764
Saved in:
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