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Search: subject_exact:"Autoregressive model"
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CREATES research paper
Oxford bulletin of economics and statistics
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1
Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
3
,
pp. 624-650
Persistent link: https://www.econbiz.de/10013348446
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
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:
8
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:
9
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:
10
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
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