//--> //--> //--> //-->
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
subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
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:"Autocorrelation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Prognoseverfahren
Autocorrelation
70
Autokorrelation
70
Estimation theory
29
Schätztheorie
29
Theorie
27
Theory
27
Time series analysis
23
Zeitreihenanalyse
23
Estimation
13
Schätzung
13
Regression analysis
11
Regressionsanalyse
11
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Capital income
9
Einheitswurzeltest
9
Forecasting model
9
Kapitaleinkommen
9
Share price
9
Unit root test
9
Statistical test
8
Statistischer Test
8
Bayes-Statistik
6
Bayesian inference
6
United States
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
VAR model
5
VAR-Modell
5
Volatility
5
Volatilität
5
Heteroscedasticity
4
Heteroskedastizität
4
Modellierung
4
Nichtlineare Regression
4
Nonlinear regression
4
Räumliche Interaktion
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Clements, Michael P.
2
Amihud, Yakov
1
Cai, Zongwu
1
Chen, Carl R.
1
Engle, Robert F.
1
Galvão, Ana Beatriz C.
1
Gonzalo, Jesús
1
Granger, C. W. J.
1
Huang, Ying
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jain, Monica
1
Jank, Wolfgang
1
Jayetileke, Harshanie L.
1
Kim, Jae H.
1
Koop, Gary
1
Krolzig, Hans-Martin
1
Liu, Xiaohui
1
Mitchell, James
1
Peng, Liang
1
Pitarakis, Jean-Yves
1
Potter, Simon M.
1
Robertson, Donald
1
Russell, Jeffrey R.
1
Shmueli, Galit
1
Stindl, Tom
1
Su, Yuli
1
Wang, Shanshan
1
Wang, Yi
1
Wang, You-Gan
1
Wright, Stephen
1
Yang, Bingduo
1
Zhu, Min
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of forecasting
22
International journal of forecasting
16
Journal of econometrics
11
Economics letters
10
Energy economics
8
CESifo working papers
7
Econometric reviews
6
Working paper
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
EUI working paper / ECO
5
Journal of applied econometrics
5
The journal of real estate finance and economics
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
European journal of operational research : EJOR
4
Journal of banking & finance
4
Journal of regional science
4
Macroeconomic dynamics
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
The empirical economics letters : a monthly international journal of economics
4
The review of financial studies
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics letters
3
CAMA working paper series
3
Cambridge working papers in economics
3
Econometric theory
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of financial economics
3
Quantitative finance
3
Quarterly journal of business and economics : QJBE
3
Review of quantitative finance and accounting
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
2
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
4
Perceived inflation persistence
Jain, Monica
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 110-120
Persistent link: https://www.econbiz.de/10012176553
Saved in:
5
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
6
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
7
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
8
Macroeconomic forecasting with mixed-frequency data : forecasting output growth in the United States
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 546-554
Persistent link: https://www.econbiz.de/10003772314
Saved in:
9
Explaining and forecasting online auction prices and their dynamics using functional : data analysis
Wang, Shanshan
;
Jank, Wolfgang
;
Shmueli, Galit
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 144-160
Persistent link: https://www.econbiz.de/10003675614
Saved in:
10
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->