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  • Search: subject:"Autoregressive processes"
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Year of publication
Subject
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Autoregressive processes 43 Time series analysis 15 Zeitreihenanalyse 15 autoregressive processes 14 Estimation theory 12 Schätztheorie 12 vector autoregressive processes 12 Theorie 8 Theory 8 Autocorrelation 7 Autokorrelation 7 Cointegration 7 asymmetry 7 leverage 7 random coefficient autoregressive processes 7 random coefficient complex nonlinear moving average process 7 Estimation 6 Vector Autoregressive Processes 6 cointegration 6 Islam 5 Kointegration 5 Schätzung 5 Stochastic process 5 Stochastischer Prozess 5 VAR model 5 VAR-Modell 5 Autoregressive Processes 4 Error-correcting adjustment 4 Fiscal policy 4 Macroeconomic fluctuations and transmission mechanisms 4 Malaysia 4 Markov chain 4 Pattern wage bargaining 4 Vectors 4 conditional volatility models 4 fiscal policy 4 moment matching 4 non-linear stochastic dynamic models state space discretization 4 numerical methods 4 stochastic growth model 4
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Online availability
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Undetermined 59 Free 37 CC license 1
Type of publication
All
Article 70 Book / Working Paper 35
Type of publication (narrower categories)
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Working Paper 16 research-article 13 Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 3 Aufsatz im Buch 1 Book section 1 case-report 1
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Language
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Undetermined 56 English 49
Author
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Lkhagvasuren, Damba 8 McAleer, Michael 7 Dapi, Bjorn 4 Gospodinov, Nikolay 4 Nymoen, Ragnar 4 Sparrman, Victoria 4 Berke, Olaf 3 Ferreira, Helena 3 Ferreira, Marta 3 Kovács, József 3 Urfer, Wolfgang 3 Balli, Faruk 2 Black, Angela J. 2 Caceres, Carlos 2 Cavaliere, Giuseppe 2 Davis, Richard A. 2 Georgiev, Iliyan 2 Gospodinov, Nikolaj 2 Johansen, Søren 2 Juselius, Katarina 2 Kassim, Salina H. 2 Kunst, Robert M. 2 Majid, M. Shabri Abd. 2 Martins, Ana Paula 2 Márkus, Lászlo 2 Nickerson, David 2 Nielsen, Bent 2 Paruolo, Paolo 2 Sadoon, Majid M. al- 2 Salamh, Mustafa 2 Shabri Abd. Majid, M. 2 Wang, Liqun 2 Yusof, Rosylin Mohd. 2 Andrews, Beth 1 Arató, N. Miklós 1 Auray, Stéphane 1 Baffoe-Bonnie, John 1 Baffoe‐Bonnie, John 1 Bakouch, Hassan 1 Baran, Sándor 1
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Institution
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Økonomisk Institut, Københavns Universitet 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, Concordia University 1 Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1 Federal Reserve Bank of Atlanta 1 Finance Discipline Group, Business School 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Society for Computational Economics - SCE 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Tinbergen Instituut 1
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Published in...
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International Journal of Islamic and Middle Eastern Finance and Management 4 Managerial Finance 4 Statistics & Probability Letters 4 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Journal of econometrics 3 Statistical Inference for Stochastic Processes 3 Statistical Methods and Applications 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Annals of the Institute of Statistical Mathematics 2 Computational Economics 2 Econometrics 2 Journal of Econometrics 2 Journal of Economic Studies 2 MPRA Paper 2 Metrika 2 Physica A: Statistical Mechanics and its Applications 2 Quaderni di Dipartimento 2 Statistica 2 Statistical Papers / Springer 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Asia-Pacific Financial Markets 1 Barcelona GSE working paper series : working paper 1 Computational Management Science 1 Computing in Economics and Finance 2005 1 Discussion Papers 1 Discussion paper / Tinbergen Institute 1 Discussion papers / Statistics Norway, Research Department 1 EERI Research Paper Series 1 EERI research paper series 1 Econometrics : open access journal 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Essays in honor of Joon Y. Park : econometric theory 1 Finance research letters 1 Humanomics 1 Humanomics: The International Journal of Systems and Ethics 1 Insurance / Mathematics & economics 1 International Journal of Housing Markets and Analysis 1 International Journal of Quality & Reliability Management 1
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Source
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RePEc 59 ECONIS (ZBW) 22 Other ZBW resources 14 EconStor 10
Showing 1 - 10 of 105
Did you mean: subject:"Autoregressive process" (16,292 results)
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Modeling long cycles
Kang, Da Natasha; Marmer, Vadim - In: Journal of econometrics 242 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015075200
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Second-order least squares method for dynamic panel data models with application
Salamh, Mustafa; Wang, Liqun - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-19
Management of financial risks and sound decision making rely on the accurate information and predictive models. Drawing useful information efficiently from big data with complex structures and building accurate models are therefore crucial tasks. Most commonly used methods for statistical...
Persistent link: https://www.econbiz.de/10013201094
Saved in:
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Second-order least squares method for dynamic panel data models with application
Salamh, Mustafa; Wang, Liqun - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-19
Management of financial risks and sound decision making rely on the accurate information and predictive models. Drawing useful information efficiently from big data with complex structures and building accurate models are therefore crucial tasks. Most commonly used methods for statistical...
Persistent link: https://www.econbiz.de/10012628187
Saved in:
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A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho; Koul, Hira L.; Kim, Jiwoong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 187-206). 2023
Persistent link: https://www.econbiz.de/10014313667
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Robustness of the Norwegian wage formation system and free EU labour movement: Evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10012058700
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Robustness of the Norwegian wage formation system and free EU labour movement: Evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10012145539
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Robustness of the Norwegian wage formation system and free EU labour movement : evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10011966811
Saved in:
Cover Image
Robustness of the Norwegian wage formation system and free EU labour movement : evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10011974824
Saved in:
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US and EA yield curve persistence during the COVID-19 pandemic
Papailias, Fotis - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494908
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SARS-CoV-2 dissemination using a network of the US counties
Urrutia, Patrick; Wren, David; Vogiatzis, Chrysafis; … - In: Operations research forum 3 (2022) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10013194267
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