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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject:"Autokorrelation"
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Autocorrelation
21
Autokorrelation
21
Theorie
9
Theory
9
Einheitswurzeltest
6
Unit root test
6
Estimation theory
5
Schätztheorie
5
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1998-2001
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Pitarakis, Jean-Yves
5
Gouriéroux, Christian
3
Bec, Frédérique
2
Darolles, Serge
2
Kyriacou, Maria
2
Mas, André
2
Zakoïan, Jean-Michel
2
Aldrich, John Herbert
1
Auray, Stéphane
1
Banerjee, Anurag Narayan
1
Eyquem, Aurélien
1
Francq, Christian
1
Gagliardini, Patrick
1
Gonzalo, Jesús
1
Guay, Alain
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Jouneau-Sion, Frédéric
1
Lieberman, Offer
1
Menneteau, Ludovic
1
Patacchini, Eleonora
1
Phillips, Peter C. B.
1
Prigent, Jean-Luc
1
Rahbek, Anders
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Renault, Olivier
1
Rice, Patricia
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Rossi, Francesca
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Rousseau, Judith
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Scaillet, Olivier
1
Shephard, Neil G.
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Staszewska, Anna
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Wan, Alan T. K.
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Discussion papers in economics and econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
32
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
The econometrics journal
29
Journal of forecasting
27
Cowles Foundation discussion paper
26
International journal of forecasting
23
Applied economics
22
Economic modelling
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
17
The journal of real estate finance and economics
16
CREATES research paper
15
Energy economics
15
Journal of regional science
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
CESifo Working Paper
13
Econometrics : open access journal
13
European journal of operational research : EJOR
13
The European journal of finance
13
Cowles Foundation Discussion Paper
12
Journal of applied econometrics
12
Finance research letters
11
Oxford bulletin of economics and statistics
11
SSE EFI working paper series in economics and finance
11
Spatial economic analysis : the journal of the Regional Studies Association
11
Applied financial economics
10
NBER Working Paper
10
Papers in regional science : the journal of the Regional Science Association International
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ECONIS (ZBW)
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The experiment in macroeconometrics
Aldrich, John Herbert
;
Staszewska, Anna
-
2006
Persistent link: https://www.econbiz.de/10003329479
Saved in:
12
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:
13
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
-
2005
Persistent link: https://www.econbiz.de/10003281526
Saved in:
14
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
-
2004
Persistent link: https://www.econbiz.de/10002223966
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15
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:
16
Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
-
2002
Persistent link: https://www.econbiz.de/10001720960
Saved in:
17
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
18
Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André
;
Menneteau, Ludovic
-
2001
Persistent link: https://www.econbiz.de/10001577502
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19
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
20
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
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