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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers in economics and econometrics"
~type_genre:"Working Paper"
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Search: subject_exact:"AR(1) model"
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Pitarakis, Jean-Yves
5
Kim, Woocheol
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers in economics and econometrics
Discussion paper / Tinbergen Institute
32
Cowles Foundation discussion paper
25
Working paper
20
CESifo working papers
17
CREATES research paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers / Helsinki Center of Economic Research : discussion paper
9
SSE EFI working paper series in economics and finance
9
Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers in economics
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8
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CORE discussion paper : DP
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6
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6
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
14
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1
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
2
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2014
Persistent link: https://www.econbiz.de/10010515591
Saved in:
3
Overlapping sub-sampling and invariance to initial conditions
Kyriacou, Maria
-
2012
Persistent link: https://www.econbiz.de/10009672405
Saved in:
4
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10009672417
Saved in:
5
Joint detection of structural change and nonstationarity in autoregression
Pitarakis, Jean-Yves
-
2011
Persistent link: https://www.econbiz.de/10009127312
Saved in:
6
Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves
-
2010
Persistent link: https://www.econbiz.de/10003982442
Saved in:
7
The experiment in macroeconometrics
Aldrich, John Herbert
;
Staszewska, Anna
-
2006
Persistent link: https://www.econbiz.de/10003329479
Saved in:
8
Geography and economic performance : explanatory spatial data analysis for Great Britain
Patacchini, Eleonora
;
Rice, Patricia
-
2005
Persistent link: https://www.econbiz.de/10003329443
Saved in:
9
The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K.
;
Zou, Guohua
;
Banerjee, Anurag Narayan
-
2004
Persistent link: https://www.econbiz.de/10002086486
Saved in:
10
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
-
2004
Persistent link: https://www.econbiz.de/10002223966
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