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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~subject:"Autokorrelation"
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Search: subject:"Zeitreihenanalyse"
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Autokorrelation
Zeitreihenanalyse
950
Time series analysis
942
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514
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514
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472
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472
Estimation theory
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Phillips, Peter C. B.
8
Teräsvirta, Timo
6
Dijk, Dick van
4
Medeiros, Marcelo C.
4
Lieberman, Offer
2
Magdalinos, Tassos
2
Novales, Alfonso
2
Sun, Yixiao
2
Alcalá-Fdez, Jesús
1
Amaral, Luiz Felipe Moreira do
1
Andrews, Donald W. K.
1
Arauzo, Antonio
1
Astill, Sam
1
Aznarte, José Luis
1
Bai, Jushan
1
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1
Birgean, Ionel
1
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1
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1
Brännäs, Kurt
1
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1
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1
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1
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1
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Han, Chirok
1
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1
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Cowles Foundation discussion paper
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Econometric reviews
International journal of forecasting
Journal of econometrics
38
Economics letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
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5
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4
International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Oxford bulletin of economics and statistics
4
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4
The empirical economics letters : a monthly international journal of economics
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CBN journal of applied statistics
3
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ECONIS (ZBW)
44
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1
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
4
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
5
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
6
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
7
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
8
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
9
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
Saved in:
10
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
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