//--> //--> //-->
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
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
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:"Autoregressive model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Autocorrelation
15
Autokorrelation
15
Time series analysis
9
Theorie
7
Theory
7
Estimation theory
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätztheorie
6
ARCH model
3
ARCH-Modell
3
Saisonale Schwankungen
3
Seasonal variations
3
VAR model
3
VAR-Modell
3
Correlation
2
Estimation
2
Korrelation
2
Saisonkomponente
2
Schätzung
2
Seasonal component
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
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
EU countries
1
EU-Staaten
1
Forecasting model
1
Gaussian process
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Teräsvirta, Timo
4
He, Changli
3
Kang, Jian
3
Zhang, Shuhua
3
Bredahl Kock, Anders
1
Cho, Jin Seo
1
Hansen, Peter Reinhard
1
Kruse, Robinson
1
Lunde, Asger
1
Nonejad, Nima
1
Sandberg, Rickard
1
Seong, Dakyung
1
Zanetti Chini, Emilio
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
38
Economics letters
21
Econometric reviews
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Discussion paper / Tinbergen Institute
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International journal of forecasting
16
Econometric theory
15
Journal of forecasting
13
Applied economics letters
11
Cowles Foundation discussion paper
9
Energy economics
9
The econometrics journal
8
Applied economics
6
CESifo working papers
6
Cowles Foundation Discussion Paper
6
Journal of applied econometrics
6
Journal of empirical finance
6
SSE EFI working paper series in economics and finance
6
Working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Economic modelling
5
Cambridge working papers in economics
4
Discussion papers in economics
4
Econometric Institute research papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of economics and financial issues : IJEFI
4
International review of financial analysis
4
Journal of financial econometrics
4
Oxford bulletin of economics and statistics
4
Quantitative finance
4
The empirical economics letters : a monthly international journal of economics
4
CBN journal of applied statistics
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
CEIS Working Paper
3
CORE discussion paper : DP
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
-
2013
Persistent link: https://www.econbiz.de/10010190892
Saved in:
6
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
7
On the miracle property of the adaptive LASSO in stationary and nonstationary autoregressions
Bredahl Kock, Anders
-
2012
Persistent link: https://www.econbiz.de/10009485767
Saved in:
8
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
9
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->