//--> //--> //--> //-->
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
type_genre:"Article in journal"
~person:"Cavaliere, Giuseppe"
~person:"Prucha, Ingmar R."
~type_genre:"Amtsdruckschrift"
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:"Autoregressives Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
15
Autokorrelation
15
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Räumliche Interaktion
5
Spatial interaction
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Method of moments
3
Momentenmethode
3
Time series analysis
3
Zeitreihenanalyse
3
Einheitswurzeltest
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Regional economics
2
Regionalökonomik
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
ARCH model
1
ARCH-Modell
1
Autoregressive conditional duration models
1
Bootstrap
1
Bootstrap inference
1
Bubble dynamics
1
Bubbles
1
Conditional intensity
1
Corporate defaults
1
Correlation
1
Count data
1
Exogenous covariates
1
Hawkes process
1
Heavy tails
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Amtsdruckschrift
Aufsatz in Zeitschrift
15
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
15
Author
All
Cavaliere, Giuseppe
Prucha, Ingmar R.
Lee, Lung-fei
41
Phillips, Peter C. B.
15
Sun, Yixiao
14
Teräsvirta, Timo
14
Jin, Fei
13
Baltagi, Badi H.
12
Franses, Philip Hans
11
Lesage, James P.
11
Griffith, Daniel A.
10
Yu, Jihai
9
Doğan, Osman
8
Kim, Jae H.
8
Le Gallo, Julie
8
Dijk, Dick van
7
Lanne, Markku
7
Leybourne, Stephen James
7
Li, Dong
7
Rahbek, Anders
7
Robinson, Peter M.
7
Saikkonen, Pentti
7
Taylor, Robert
7
Vogelsang, Timothy J.
7
Wang, Hansheng
7
Bao, Yong
6
Chang, Tsangyao
6
Chong, Terence Tai-Leung
6
Clements, Michael P.
6
Gupta, Rangan
6
Kato, Takafumi
6
Kelejian, Harry H.
6
Lieberman, Offer
6
Ling, Shiqing
6
Medeiros, Marcelo C.
6
Prajapati, D. R.
6
Psaradakis, Zacharias G.
6
Rossi, Francesca
6
Singh, Sukhraj
6
Sola, Martin
6
more ...
less ...
Published in...
All
Econometric theory
5
Journal of econometrics
3
Econometric reviews
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of regional science
1
Papers in regional science : the journal of the Regional Science Association International
1
Regional science & urban economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
3
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Drukker, David M.
;
Egger, Peter
;
Prucha, Ingmar R.
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 686-733
Persistent link: https://www.econbiz.de/10009758627
Saved in:
6
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
Saved in:
7
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
8
A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani
;
Drukker, David M.
;
Kelejian, Harry H.
; …
- In:
Journal of regional science
50
(
2010
)
2
,
pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
Saved in:
9
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
Saved in:
10
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->