//--> //--> //-->
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
~isPartOf:"Economic modelling"
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:"Autocorrelation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autocorrelation
22
Autokorrelation
22
Estimation
8
Schätzung
8
Estimation theory
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätztheorie
6
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
China
3
Einheitswurzeltest
3
Inflation
3
Kaufkraftparität
3
Purchasing power parity
3
Stock market
3
Structural break
3
Strukturbruch
3
Unit root test
3
VAR model
3
VAR-Modell
3
Welt
3
World
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
Cointegration
2
Correlation
2
Forecasting model
2
Großbritannien
2
Kausalanalyse
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Ando, Asao
1
Awokuse, Titus O.
1
Christopulos, Dēmētrēs K.
1
Da̜browski, Marek A.
1
Di Iorio, Francesca
1
Escribano, Ana
1
Figueiredo, Francisco Marcos Rodrigues
1
Gaglianone, Wagner Piazza
1
Giner, Javier
1
Guillén, Osmani Teixeira de Carvalho
1
Guo, Shuang
1
Hatemi-J, Abdulnasser
1
Heller, David
1
Hoang, Thi Hong Van
1
Kato, Takafumi
1
Lahiani, Amine
1
Laopodis, Nikiforos
1
Liang, Huajie
1
Lin, Kuan-pin
1
Long, Zhihe
1
López Villavicencio, Antonia
1
Maggi, Mario Alessandro
1
Mantalos, Panagiotis
1
Paleologou, Suzanna-Maria
1
Peel, David
1
Shukur, Ghazi
1
Sollis, Robert
1
Triacca, Umberto
1
Venetis, Ioannis A.
1
Wei, Chuanhua
1
Wróblewska, Justyna
1
Wu, Jianhong
1
Xue, Wen-Jun
1
Yang, Yiwen
1
Yao, Jing
1
Ye, Qianting
1
Yokoi, Takahisa
1
Zakamulin, Valeriy
1
Zhai, Shufen
1
Zhang, Li-Wen
1
more ...
less ...
Published in...
All
Economic modelling
IMF Working Papers
140
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
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
30
Journal of forecasting
27
Cowles Foundation discussion paper
26
Applied economics
23
International journal of forecasting
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
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
15
European journal of operational research : EJOR
13
Cowles Foundation Discussion Paper
12
Econometrics : open access journal
12
MPRA Paper
12
The European journal of finance
12
Journal of applied econometrics
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
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
22
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
4
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
5
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
6
Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun
;
Zhang, Li-Wen
- In:
Economic modelling
60
(
2017
),
pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
Saved in:
7
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
8
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
9
Exchange rate as a shock absorber in Poland and Slovakia : evidence from Bayesian SVAR models with common serial correlation
Da̜browski, Marek A.
;
Wróblewska, Justyna
- In:
Economic modelling
58
(
2016
),
pp. 249-262
Persistent link: https://www.econbiz.de/10011647345
Saved in:
10
Asymmetries in the revenue-expenditure nexus : a tale of three countries
Paleologou, Suzanna-Maria
- In:
Economic modelling
30
(
2013
),
pp. 52-60
Persistent link: https://www.econbiz.de/10009702266
Saved in:
11
Modeling China's inflation dynamicsc: an MRSTAR approach
Zhang, Lingxiang
- In:
Economic modelling
31
(
2013
),
pp. 440-446
Persistent link: https://www.econbiz.de/10009729027
Saved in:
12
A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi
- In:
Economic modelling
30
(
2013
),
pp. 743-753
Persistent link: https://www.econbiz.de/10009708804
Saved in:
13
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca
;
Triacca, Umberto
- In:
Economic modelling
33
(
2013
),
pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
Saved in:
14
One-directional adjacency matrices in spatial autoregressive model : a land price example and Monte Carlo results
Yokoi, Takahisa
;
Ando, Asao
- In:
Economic modelling
29
(
2012
)
1
,
pp. 79-85
Persistent link: https://www.econbiz.de/10009658254
Saved in:
15
Testing for serial correlation and random effects in a two-way error component regression model
Wu, Jianhong
;
Zhu, Lixing
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2377-2386
Persistent link: https://www.econbiz.de/10009504011
Saved in:
16
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert
- In:
Economic modelling
26
(
2009
)
1
,
pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
Saved in:
17
Nonlinear dynamics and the exports-output growth nexus
Awokuse, Titus O.
;
Christopulos, Dēmētrēs K.
- In:
Economic modelling
26
(
2009
)
1
,
pp. 184-190
Persistent link: https://www.econbiz.de/10003816724
Saved in:
18
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
Mantalos, Panagiotis
;
Shukur, Ghazi
- In:
Economic modelling
25
(
2008
)
5
,
pp. 1040-1050
Persistent link: https://www.econbiz.de/10003800721
Saved in:
19
Nonlinearities or outliers in real exchange rates?
López Villavicencio, Antonia
- In:
Economic modelling
25
(
2008
)
4
,
pp. 714-730
Persistent link: https://www.econbiz.de/10003791268
Saved in:
20
Feedback trading and autocorrelation interactions in the foreign exchange market : further evidence
Laopodis, Nikiforos
- In:
Economic modelling
22
(
2005
)
5
,
pp. 811-827
Persistent link: https://www.econbiz.de/10003116558
Saved in:
21
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
Saved in:
22
Multivariate tests for autocorrelation in the stable and unstable VAR models
Hatemi-J, Abdulnasser
- In:
Economic modelling
21
(
2004
)
4
,
pp. 661-683
Persistent link: https://www.econbiz.de/10002068720
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->