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subject:"Zeitreihenanalyse"
~isPartOf:"The econometrics journal"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Autoregressives Modell"
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Zeitreihenanalyse
Heteroscedasticity
Autocorrelation
29
Autokorrelation
29
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
13
Time series analysis
8
Einheitswurzeltest
7
Statistical test
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local to unity
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Sun, Yixiao
2
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1
Ginker, Tim
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Hafner, Christian M.
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Herwartz, Helmut
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Kapetanios, George
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Kejriwal, Mohitosh
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The econometrics journal
Journal of econometrics
50
Economics letters
25
Econometric reviews
23
Econometric theory
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Discussion paper / Tinbergen Institute
18
International journal of forecasting
16
Cowles Foundation discussion paper
13
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Applied economics letters
11
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9
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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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SSE EFI working paper series in economics and finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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5
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5
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
2
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
3
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
4
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
5
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
6
Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
Saved in:
7
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
8
Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena
;
Vogelsang, Timothy J.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
Saved in:
9
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
10
Spurious periodic autoregressions
Proietti, Tommaso
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
Saved in:
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