//--> //--> //-->
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
~subject:"ARMA model"
~subject:"Nonparametric statistics"
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:"Differencing"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Nonparametric statistics
spatial differencing
23
Theorie
22
Theory
20
Zeitreihenanalyse
18
Time series analysis
17
Fractional differencing
14
Schätztheorie
13
Estimation theory
12
fractional differencing
12
Schätzung
11
differencing
11
Estimation
10
Immobilienpreis
9
Panel
9
Panel study
9
Real estate price
9
Local taxation
8
ARMA-Modell
7
Nichtparametrisches Verfahren
7
boundary discontinuity design
7
housing prices
7
income sorting
7
income taxation
7
long memory
7
BIC
6
fractional ARIMA
6
local taxation
6
ARFIMA
5
Gemeindesteuer
5
Local tax
5
Long memory
5
Panel data
5
difference stationarity
5
kernel estimation
5
long-range dependence
5
semiparametric models
5
unit root
5
Accessibility
4
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Article
4
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
8
Author
All
Beran, Jan
4
Ocker, Dirk
3
Allen, David E.
1
Asai, Manabu
1
Cantarero-Prieto, David
1
Feng, Yuanhua
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
McAleer, Michael
1
Moreno-Mencía, Patricia
1
Peiris, Shelton
1
Rodríguez Poo, Juan Manuel
1
Vera-Valdés, J. Eduardo
1
more ...
less ...
Published in...
All
CoFE discussion papers
2
Applied economics
1
Econometrics : open access journal
1
Journal of econometrics
1
Journal of time series econometrics
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo
- In:
Econometrics : open access journal
9
(
2021
)
4
,
pp. 1-18
This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated processes. In particular, we showed that the antipersistent phenomenon is...
Persistent link: https://www.econbiz.de/10012697497
Saved in:
2
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
3
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
;
Ocker, Dirk
-
2000
We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and antipersistence, within the framework of fractional autoregressive processes. Asymptotically, long memory and antipersistence are preserved whereas short memory components vanish. In...
Persistent link: https://www.econbiz.de/10011543358
Saved in:
6
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
, including a fractional and an integer
differencing
parameter, can be estimated by maximum likelihood. deterministic trends are …
Persistent link: https://www.econbiz.de/10011543808
Saved in:
7
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...
Persistent link: https://www.econbiz.de/10011544579
Saved in:
8
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
trend is estimated by a kernel method. The
differencing
and fractional
differencing
parameters as well as the autoregressive …
Persistent link: https://www.econbiz.de/10009793259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->