//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Heteroscedasticity"
~subject:"Nonlinear regression"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autocovariance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Heteroscedasticity
Nonlinear regression
Autocorrelation
67
Autokorrelation
67
Theorie
37
Theory
37
Estimation theory
24
Schätztheorie
24
Time series analysis
21
Zeitreihenanalyse
21
Einheitswurzeltest
12
Unit root test
12
Regression analysis
11
Regressionsanalyse
11
Statistical test
8
Statistischer Test
8
Forecasting model
7
Heteroskedastizität
7
Prognoseverfahren
7
Bayes-Statistik
6
Bayesian inference
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Estimation
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätzung
6
Method of moments
5
Momentenmethode
5
Nichtlineare Regression
5
Räumliche Interaktion
5
Spatial interaction
5
USA
5
United States
5
Induktive Statistik
4
Panel
4
Panel study
4
Statistical inference
4
VAR model
4
VAR-Modell
4
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Caner, Mehmet
2
Hansen, Bruce E.
2
Anatolyev, Stanislav
1
Cui, Guowei
1
Dijk, Dick van
1
Escanciano, Juan Carlos
1
Hall, Alastair R.
1
Hayakawa, Kazuhiko
1
Kiefer, Nicholas Maximilian
1
Li, Wai Keung
1
Lobato, Ignacio N.
1
Lundbergh, Stefan
1
Nagata, Shuichi
1
Olea, José Luis Montiel
1
Pflueger, Carolin
1
Pitarakis, Jean-Yves
1
Smith, Richard J.
1
Taylor, Robert
1
Teräsvirta, Timo
1
Vogelsang, Timothy J.
1
Yamagata, Takashi
1
Yu, Philip L. H.
1
Zhu, Ke
1
Zhu, Lin
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
19
Econometric reviews
12
Econometric theory
10
Economics letters
9
CREATES research paper
6
Economic modelling
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Cowles Foundation discussion paper
5
Discussion paper / Tinbergen Institute
5
Journal of forecasting
5
CESifo Working Paper Series
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Energy economics
4
Journal of applied econometrics
4
Recent work / Department of Economics, UC San Diego
4
Regional science & urban economics
4
The econometrics journal
4
CEIS Working Paper
3
Cowles Foundation Discussion Paper
3
Discussion paper / Department of Economics, University of California San Diego
3
SSE EFI working paper series in economics and finance
3
The European journal of finance
3
Working paper
3
American journal of agricultural economics
2
Applied economics
2
Applied economics letters
2
CBN journal of applied statistics
2
CESifo working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Econometrics : open access journal
2
HWWI research paper
2
International journal of monetary economics and finance : IJMEF
2
Oxford bulletin of economics and statistics
2
Recent work / Department of Economics, UCSD
2
Working paper series / Department of Economics, Auburn University
2
Working papers / University of Connecticut, Department of Economics
2
A companion to economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
2
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
3
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
4
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
5
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
6
GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
Saved in:
7
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
Saved in:
8
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
9
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
10
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->