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~isPartOf:"CREATES research paper"
~subject:"Großbritannien"
~subject:"Regressionsanalyse"
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Großbritannien
Regressionsanalyse
Time series analysis
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59
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Teräsvirta, Timo
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Johansen, Søren
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Nielsen, Bent
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Noriega-Muro, Antonio E.
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Ventosa-Santaulària, Daniel
2
Bennedsen, Mikkel
1
Bredahl Kock, Andreas
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He, Changli
1
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Lunde, Asger
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1
Ranaldo, Angelo
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CREATES research paper
Journal of econometrics
55
Applied economics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International journal of forecasting
29
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21
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working papers / Bank of England
11
Applied economics letters
10
Discussion paper / Tinbergen Institute
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
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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
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2
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
3
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
4
Seasonal changes in Central England temperatures
Proietti, Tommaso
;
Hillebrand, Eric
-
2015
Persistent link: https://www.econbiz.de/10010529441
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5
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
6
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
7
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
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8
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
-
2013
Persistent link: https://www.econbiz.de/10009733569
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9
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009006821
Saved in:
10
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
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