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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Regional science & urban economics"
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Search: subject_exact:"Autoregressives Modell"
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Autocorrelation
24
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24
Räumliche Interaktion
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12
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11
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11
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10
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Lee, Lung-fei
4
Baltagi, Badi H.
1
Bao, Yan
1
Carrión-Flores, Carmen
1
Cheng, Wei
1
Chih, Yao-Yu
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Da̜browski, Marek A.
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Debarsy, Nicolas
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Mi Diao
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Milcheva, Stanimira
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Economic modelling
Regional science & urban economics
Journal of econometrics
69
Econometric reviews
33
Economics letters
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Econometric theory
12
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of forecasting
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International review of financial analysis
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Journal of empirical finance
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The econometrics journal
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Papers in regional science : the journal of the Regional Science Association International
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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The journal of real estate finance and economics
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Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of quantitative economics
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Journal of risk
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The European journal of finance
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ECONIS (ZBW)
24
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1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Interaction matrix selection in spatial autoregressive models with an application to growth theory
Debarsy, Nicolas
;
Ertur, Kamil C.
- In:
Regional science & urban economics
75
(
2019
),
pp. 49-69
Persistent link: https://www.econbiz.de/10012119136
Saved in:
4
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
5
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
6
A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
- In:
Regional science & urban economics
76
(
2019
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012267289
Saved in:
7
Spatial interactive effects on housing prices in Shanghai and Beijing
Guo, Juncong
;
Qu, Xi
- In:
Regional science & urban economics
76
(
2019
),
pp. 147-160
Persistent link: https://www.econbiz.de/10012267377
Saved in:
8
Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis
Li, Deng-Kui
;
Mei, Chang-Lin
;
Wang, Ning
- In:
Regional science & urban economics
79
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012267915
Saved in:
9
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
10
Spatial dependence in apartment transaction prices during boom and bust
Hyun, Dongwoo
;
Milcheva, Stanimira
- In:
Regional science & urban economics
68
(
2018
),
pp. 36-45
Persistent link: https://www.econbiz.de/10012107201
Saved in:
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