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  • Search: subject:"Time series regression"
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Year of publication
Subject
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Long memory 5 Time series regression 5 time series regression 4 Lagrange Multiplier test 3 Regression analysis 3 Regressionsanalyse 3 Time series analysis 3 Time-series regression 3 Zeitreihenanalyse 3 linear time series regression 3 Auto Regressive Time Series Regression 2 Bias 2 Exchange Rates Volatility 2 GARCH 2 Impact assessment 2 Modified profile likelihood 2 Momentum 2 Restricted maximum likelihood estimator 2 Risk adjustment 2 Theorie 2 Time-series regression model likelihood 2 Wald statistic 2 Wirkungsanalyse 2 adaptive estimation 2 false discovery rate 2 family-wise error rate 2 likelihood ratio statistic 2 long memory 2 multiple hypothesis testing 2 multivariate chi-squared distribution 2 time-series regression 2 ARIMA models 1 Abfall 1 Access to Electricity 1 Aktienmarkt 1 Anlageverhalten 1 Armey curve 1 Australia 1 Australien 1 BIAS 1
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Online availability
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Free 27 CC license 2
Type of publication
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Book / Working Paper 18 Article 8 Other 1
Type of publication (narrower categories)
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Working Paper 5 Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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English 17 Undetermined 9 Portuguese 1
Author
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Christensen, Bent Jesper 3 Kruse, Robinson 3 Sibbertsen, Philipp 3 Dickhaus, Thorsten 2 Hidalgo, Javier 2 Mehboob, Iftikhar 2 Ooms, Marius 2 Raza, Syed Hassan 2 Shah, Abid Ali 2 Theissen, Erik 2 Yilanci, Can 2 Ames, Matthew 1 Asgharian, Hossein 1 Batty, RA 1 Carroll, Raymond J. 1 Chalkiadakis, Ioannis 1 Daumal, Marie 1 Doko Tchatoka, Firmin 1 Doornik, Jurgen 1 Doornik, Jurgen A. 1 Fischer, Jan Alexander 1 Garrett, I 1 Hasid, Zamruddin 1 Herath, Shanaka 1 Ilboudo, Patrick Gueswendé 1 Linton, Oliver 1 Mammen, E. 1 Mire, Muhammad Saleh 1 Peters, Gareth 1 Phillips, PCB 1 Pohl, Philipp 1 Powell, John G 1 Quah, Danny 1 Ratz, Dietmar 1 Robinson, Peter 1 Robinson, Peter M 1 Rochaida, Eny 1 Shi, Jing 1 Shiohama, Takayuki 1 Siri, Alain 1
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Institution
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London School of Economics (LSE) 2 Center for Intergenerational Studies, Institute of Economic Research 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1 Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Université Paris-Dauphine (Paris IX) 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1
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Published in...
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Asian Economic and Financial Review 2 LSE Research Online Documents on Economics 2 CFR Working Paper 1 CREATES Research Papers 1 Cowles Foundation Discussion Papers 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion Paper / Center for Intergenerational Studies, Institute of Economic Research 1 Diskussionsbeitrag 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Papers from University Paris Dauphine 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Hannover Economic Papers (HEP) 1 Health economics review 1 International Journal of Energy Economics and Policy : IJEEP 1 Review of Quantitative Finance and Accounting 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SRE-Disc 1 STICERD - Econometrics Paper Series 1 The Australian journal of agricultural and resource economics 1 Working Paper 1 Working paper / Centre for Financial Research 1
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Source
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RePEc 14 ECONIS (ZBW) 5 EconStor 5 BASE 3
Showing 1 - 10 of 27
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Power generation infrastructure and its effect on electric energy consumption : context in Indonesia, 2013-2020
Hasid, Zamruddin; Mire, Muhammad Saleh; Rochaida, Eny; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10014235189
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Evaluating policy changes on council waste generation and diversion : evidence from South Australia
Xu, Ying; Wheeler, Sarah; Doko Tchatoka, Firmin - In: The Australian journal of agricultural and resource … 67 (2023) 4, pp. 541-557
Persistent link: https://www.econbiz.de/10014427728
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Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors
Chalkiadakis, Ioannis; Peters, Gareth; Ames, Matthew - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 295-365
Persistent link: https://www.econbiz.de/10014369259
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Effects of the free healthcare policy on maternal and child health in Burkina Faso : a nationwide evaluation using interrupted time-series analysis
Ilboudo, Patrick Gueswendé; Siri, Alain - In: Health economics review 13 (2023) 1, pp. 1-13
Background Burkina Faso has recently instituted a free healthcare policy for women and children under five. This comprehensive study examined the effects of this policy on the use of services, health outcomes, and removal of costs. Methods Interrupted time-series regressions were used to...
Persistent link: https://www.econbiz.de/10014500344
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A machine learning approach to univariate time series forecasting of quarterly earnings
Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of Quantitative Finance and Accounting 55 (2020) 4, pp. 1163-1179
We propose our quarterly earnings prediction (QEPSVR) model, which is based on epsilon support vector regression (ε-SVR), as a new univariate model for quarterly earnings forecasting. This follows the recommendations of Lorek (Adv Account 30:315–321, 2014....
Persistent link: https://www.econbiz.de/10014504255
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Momentum? What Momentum?
Theissen, Erik; Yilanci, Can - 2020
Risk-adjusted momentum returns are usually estimated by sorting stocks into a regularly rebalanced long-short portfolio based on their prior return and then running a full-sample regression of the portfolio returns on a set of factors (portfolio-level risk adjustment). This approach implicitly...
Persistent link: https://www.econbiz.de/10012315965
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Momentum? What Momentum?
Theissen, Erik; Yilanci, Can - 2020 - This version: October 23, 2020
Risk-adjusted momentum returns are usually estimated by sorting stocks into a regularly rebalanced long-short portfolio based on their prior return and then running a full-sample regression of the portfolio returns on a set of factors (portfolio-level risk adjustment). This approach implicitly...
Persistent link: https://www.econbiz.de/10012309423
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A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, … - 2013
We consider hypothesis testing in a general linear time series regression framework when the possibly fractional order …
Persistent link: https://www.econbiz.de/10010332627
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The Impact of Trade Openness on Regional Inequality: the Cases of India and Brazil
Daumal, Marie - Université Paris-Dauphine (Paris IX) - 2013
Regional inequalities are large in India and Brazil and represent a development challenge. This article aims to determine whether regional inequalities are linked to a country's trade openness. An annual indicator of regional inequalities is constructed for India for the period 1980–2004 and...
Persistent link: https://www.econbiz.de/10011166495
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A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, … - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2013
We consider hypothesis testing in a general linear time series regression framework when the possibly fractional order …
Persistent link: https://www.econbiz.de/10010769225
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