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CREATES research paper
Spatial economic analysis : the journal of the Regional Studies Association
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1
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
7
Testing for explosive bubbles in the presence of autocorrelated innovations
Quistgaard Pedersen, Thomas
;
Montes Schütte, Erik Christian
-
2017
Persistent link: https://www.econbiz.de/10011624118
Saved in:
8
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
Past price "memory" in the housing market : testing the performance of different spatio-temporal specifications
Dubé, Jean
;
Legros, Diègo
;
Thanos, Sotirios
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
1
,
pp. 118-138
Persistent link: https://www.econbiz.de/10011870444
Saved in:
11
Alternative GMM estimators for spatial regression models
Breitung, Jörg
;
Wigger, Christoph
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10011870482
Saved in:
12
GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei
;
Lee, Lung-fei
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
Saved in:
13
Generalizing smooth transition autoregressions
Zanetti Chini, Emilio
-
2013
Persistent link: https://www.econbiz.de/10010190892
Saved in:
14
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
15
On the miracle property of the adaptive LASSO in stationary and nonstationary autoregressions
Bredahl Kock, Anders
-
2012
Persistent link: https://www.econbiz.de/10009485767
Saved in:
16
Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients
Wei, Hongjie
;
Sun, Yan
- In:
Spatial economic analysis : the journal of the Regional …
12
(
2017
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011669077
Saved in:
17
Neglected dynamics and spatial dependence on panel data : consequences for convergence of the usual static model estimators
Pirotte, Alain
;
Mur, Jésus
- In:
Spatial economic analysis : the journal of the Regional …
12
(
2017
)
2/3
,
pp. 202-229
Persistent link: https://www.econbiz.de/10011669336
Saved in:
18
About predictions in spatial autoregressive models : optimal and almost optimal strategies
Goulard, Michel
;
Laurent, Thibault
;
Thomas-Agnan, Christine
- In:
Spatial economic analysis : the journal of the Regional …
12
(
2017
)
2/3
,
pp. 304-325
Persistent link: https://www.econbiz.de/10011669341
Saved in:
19
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
20
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
21
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
22
A pairwise difference estimator for partially linear spatial autoregressive models
Zhang, Zhengyu
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
2
,
pp. 176-194
Persistent link: https://www.econbiz.de/10009776339
Saved in:
23
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
24
Space-varying coefficient simultaneous autoregressive models for the structural analysis of residential water demand
Miyawaki, Koji
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
4
,
pp. 498-518
Persistent link: https://www.econbiz.de/10010248329
Saved in:
25
The Mundlak approach in the spatial Durbin panel data model
Debarsy, Nicolas
- In:
Spatial economic analysis : the journal of the Regional …
7
(
2012
)
1
,
pp. 109-131
Persistent link: https://www.econbiz.de/10009564235
Saved in:
26
Small-sample prosperities of panel spatial autoregressive models : comparison of the Bayesian and maximum likelihood methods
Kakamu, Kazuhiko
;
Wago, Hajime
- In:
Spatial economic analysis : the journal of the Regional …
3
(
2008
)
3
,
pp. 305-319
Persistent link: https://www.econbiz.de/10003811498
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