//--> //--> //-->
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:"Autocorrelation"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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_exact:"AR(1) model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Autokorrelation
18
Theorie
16
Theory
16
Einheitswurzeltest
6
Unit root test
6
Bootstrap approach
4
Bootstrap-Verfahren
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
Heteroscedasticity
3
Heteroskedastizität
3
Induktive Statistik
3
Schätztheorie
3
Statistical inference
3
Arbeitslosigkeit
2
Method of moments
2
Momentenmethode
2
Nichtlineare Regression
2
Nonlinear regression
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
Unemployment
2
1956-1999
1
Autoregressive root
1
Börsenkurs
1
Core
1
Correlation
1
Decision theory
1
Decision under uncertainty
1
Econometrics
1
Entscheidung unter Unsicherheit
1
Entscheidungstheorie
1
Folk theorem
1
Folk-Theorem
1
Forecasting model
1
Korrelation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Phillips, Peter C. B.
3
Caner, Mehmet
2
Hansen, Bruce E.
2
Mikusheva, Anna
2
Anatolyev, Stanislav
1
Chamberlain, Gary
1
Hall, Alastair R.
1
Hidalgo, Javier
1
Inoue, Atsushi
1
Jacod, Jean
1
Jansson, Michael
1
Jin, Sainan
1
Kiefer, Nicholas Maximilian
1
Kilian, Lutz
1
Lee, Lung-fei
1
Li, Yingying
1
Moreira, Marcelo J.
1
Nielsen, Bent
1
Pitarakis, Jean-Yves
1
Robinson, Peter M.
1
Romano, Joseph P.
1
Sun, Yixiao
1
Vogelsang, Timothy J.
1
Wolf, Michael
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
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
14
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Applied financial economics
10
Discussion papers in economics and econometrics
10
NBER Working Paper
10
Papers in regional science : the journal of the Regional Science Association International
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
3
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
4
One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
Saved in:
5
Decision theory applied to linear panel data model
Chamberlain, Gary
;
Moreira, Marcelo J.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10003866981
Saved in:
6
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
7
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
8
Uniform inference in autoregressive models
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
5
,
pp. 1411-1452
Persistent link: https://www.econbiz.de/10003539909
Saved in:
9
GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
Saved in:
10
The error in rejection probability of simple autocorrelation robust tests
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 937-946
Persistent link: https://www.econbiz.de/10002095860
Saved in:
11
Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
Lee, Lung-fei
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1899-1925
Persistent link: https://www.econbiz.de/10002435617
Saved in:
12
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
13
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
14
Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001648114
Saved in:
15
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
16
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
17
The asymptotic distribution of unit root tests of unstable autoregressive processes
Nielsen, Bent
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001545117
Saved in:
18
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->