//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
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
Autocorrelation
21
Autokorrelation
21
Time series analysis
13
Zeitreihenanalyse
13
Theorie
12
Theory
12
Nichtlineare Regression
7
Nonlinear regression
7
Estimation theory
6
Schätztheorie
6
ARCH model
4
ARCH-Modell
4
Saisonale Schwankungen
3
Seasonal variations
3
VAR model
3
VAR-Modell
3
Correlation
2
Einheitswurzeltest
2
Estimation
2
Korrelation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Saisonkomponente
2
Schätzung
2
Seasonal component
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
nonlinear model
2
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Börsenkurs
1
Changing seasonality
1
China
1
Climate change
1
Core
1
Distribution testing
1
more ...
less ...
Online availability
All
Free
Undetermined
6
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Language
All
English
21
Author
All
Teräsvirta, Timo
8
He, Changli
5
Kang, Jian
3
Zhang, Shuhua
3
Rahbek, Anders
2
Sandberg, Rickard
2
Agosto, Arianna
1
Andersen, Torben
1
Bredahl Kock, Anders
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Dijk, Dick van
1
Eklund, Bruno
1
Fokianos, Konstantinos
1
Hansen, Peter Reinhard
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lundbergh, Stefan
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Montes Schütte, Erik Christian
1
Nonejad, Nima
1
Quistgaard Pedersen, Thomas
1
Seong, Dakyung
1
Strikholm, Birgit
1
Tjøstheim, Dag
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zanetti Chini, Emilio
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
5
Published in...
All
CREATES research paper
SSE EFI working paper series in economics and finance
The econometrics journal
IMF Working Papers
140
Discussion paper / Tinbergen Institute
29
Cowles Foundation discussion paper
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Cowles Foundation Discussion Paper
12
MPRA Paper
12
Econometrics : open access journal
11
NBER Working Paper
10
Risks : open access journal
10
Working paper
10
CESifo working papers
9
Cambridge working papers in economics
9
Discussion papers / Helsinki Center of Economic Research : discussion paper
9
NBER working paper series
9
CESifo Working Paper Series
8
Discussion papers of interdisciplinary research project 373
7
Journal of risk and financial management : JRFM
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CORE discussion paper : DP
6
Discussion paper series / IZA
6
Discussion papers / Department of Economics, University of Copenhagen
6
Discussion papers in economics and econometrics
6
IMF Staff Country Reports
6
International journal of economics and financial issues : IJEFI
6
SFB 649 discussion paper
6
CAMA working paper series
5
Cahiers de recherche
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Econometric Institute research papers
5
Economics discussion papers
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series
5
CBN journal of applied statistics
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEIS Working Paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CIRANO Working Papers
4
Cogent economics & finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
7
Testing for explosive bubbles in the presence of autocorrelated innovations
Quistgaard Pedersen, Thomas
;
Montes Schütte, Erik Christian
-
2017
Persistent link: https://www.econbiz.de/10011624118
Saved in:
8
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
-
2013
Persistent link: https://www.econbiz.de/10010190892
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->