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~isPartOf:"Journal of empirical finance"
~isPartOf:"Papers in regional science : the journal of the Regional Science Association International"
~subject:"Autocorrelation"
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Search: subject_exact:"AR(1) model"
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Autocorrelation
Autokorrelation
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Journal of empirical finance
Papers in regional science : the journal of the Regional Science Association International
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of real estate finance and economics
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CREATES research paper
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Energy economics
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Journal of regional science
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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1
Agglomeration effects and unemployment to work : evidence from French data
Duguet, Emmanuel
;
L'Horty, Yannick
;
Sari, Florent
- In:
Papers in regional science : the journal of the …
102
(
2023
)
1
,
pp. 129-166
Persistent link: https://www.econbiz.de/10014342333
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2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
A Moran eigenvector spatial filtering specification of entropy measures
Griffith, Daniel A.
;
Chun, Yongwan
;
Hauke, Jan
- In:
Papers in regional science : the journal of the …
101
(
2022
)
1
,
pp. 259-279
Persistent link: https://www.econbiz.de/10012821163
Saved in:
4
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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5
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
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6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Spatial dependence in (origin-destination) air passenger flows
Margaretic, Paula
;
Thomas-Agnan, Christine
;
Doucet, Romain
- In:
Papers in regional science : the journal of the …
96
(
2017
)
2
,
pp. 357-380
Persistent link: https://www.econbiz.de/10011721332
Saved in:
8
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
9
Exploring scan methods to test spatial structure with an application to housing prices in Madrid
López, Fernando A.
;
Chasco Yrigoyen, Coro
;
Le Gallo, Julie
- In:
Papers in regional science : the journal of the …
94
(
2015
)
2
,
pp. 317-346
Persistent link: https://www.econbiz.de/10011545143
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10
Agglomeration and firm-level productivity : a Bayesian spatial approach
Hashiguchi, Yoshihiro
;
Tanaka, Kiyoyasu
- In:
Papers in regional science : the journal of the …
94
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011557471
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