//--> //--> //--> //-->
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:"Räumliche Interaktion"
~subject:"Regressionsanalyse"
~accessRights:"restricted"
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:"Autocovariance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Räumliche Interaktion
Regressionsanalyse
Autocorrelation
570
Autokorrelation
570
Estimation theory
217
Schätztheorie
217
Theorie
204
Theory
204
Time series analysis
186
Zeitreihenanalyse
186
Estimation
156
Schätzung
155
Regional economics
109
Regionalökonomik
109
Spatial interaction
108
Forecasting model
91
Prognoseverfahren
91
Börsenkurs
56
Regression analysis
56
Share price
56
Volatility
55
Volatilität
55
Capital income
54
Kapitaleinkommen
54
Method of moments
50
Momentenmethode
50
Statistical test
50
Statistischer Test
50
Maximum likelihood estimation
44
Maximum-Likelihood-Schätzung
44
Panel
43
Panel study
43
ARCH model
41
ARCH-Modell
41
Nichtlineare Regression
41
Nonlinear regression
41
Aktienmarkt
36
Stock market
36
Bayes-Statistik
32
Bayesian inference
32
more ...
less ...
Online availability
All
Undetermined
Free
153
Type of publication
All
Article
147
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
143
Aufsatz in Zeitschrift
143
Aufsatz im Buch
3
Book section
3
Conference paper
3
Konferenzbeitrag
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
149
Author
All
Lee, Lung-fei
15
Jin, Fei
10
Yu, Jihai
6
Griffith, Daniel A.
5
Le Gallo, Julie
5
Wang, Hansheng
5
Baltagi, Badi H.
4
Kutlu, Levent
4
Lesage, James P.
4
Sun, Yiguo
4
Chun, Yongwan
3
López, Fernando A.
3
Tu, Yundong
3
Wang, Wei
3
Agiakloglou, Christos N.
2
Chasco Yrigoyen, Coro
2
Chih, Yao-Yu
2
Fischer, Manfred M.
2
Gonzalo, Jesús
2
Guo, Juncong
2
Gupta, Abhimanyu
2
Hoshino, Tadao
2
Kelly, Morgan
2
Li, Guodong
2
Lu, Fang
2
Lu, Xuewen
2
Ma, Yingying
2
Malikov, Emir
2
Pirotte, Alain
2
Pitarakis, Jean-Yves
2
Qu, Xi
2
Shaojun, Guo
2
Sun, Yan
2
Thomas-Agnan, Christine
2
Tran, Kien C.
2
Wei, Hongjie
2
Yang, Jing
2
Zhou, Jing
2
Zhu, Qianqian
2
Amba, Marius Claude Oyon
1
more ...
less ...
Published in...
All
Journal of econometrics
23
Economics letters
14
Regional science & urban economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
8
Spatial economic analysis : the journal of the Regional Studies Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Papers in regional science : the journal of the Regional Science Association International
4
Journal of forecasting
3
Letters in spatial and resource sciences : LSRS
3
Spatial econometric interaction modelling
3
Applied economics
2
Applied economics letters
2
Discussion papers / CEPR
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of time series econometrics
2
Regional studies
2
The econometrics journal
2
Annals of financial economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Bulletin of economic research
1
China economic review : an international journal
1
Comparative economic research : Central and Eastern Europe
1
Econometric theory
1
Economic modelling
1
Economic research
1
Empirica : journal of european economics
1
Energy economics
1
Entrepreneurship and regional development : an international journal
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
European journal of operational research : EJOR
1
Folia oeconomica Stetinensia : FOS
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of economic forecasting ; 1
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
149
Showing
1
-
50
of
149
Sort
Relevance
Date (newest first)
Date (oldest first)
1
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
Saved in:
2
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
Modelling the effect of spatial determinants on freight (trip) attraction : a spatially autoregressive geographically weighted regression approach
Reda, Abel Kebede
;
Tavasszy, Lori
;
Gebresenbet, Girma
; …
- In:
Research in transportation economics
99
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014334661
Saved in:
5
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
6
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
7
Spatial heterogeneity and spillovers of employment in the EU regions
Chocholatá, Michaela
;
Furková, Andrea
- In:
Zagreb international review of economics & business
26
(
2023
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10014491005
Saved in:
8
Multivariate and geospatial analysis of technology utilization in US counties
Sarkar, Avijit
;
Pick, James B.
;
Rosales, Jessica
- In:
Telecommunications policy : the international journal …
47
(
2023
)
7
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014367167
Saved in:
9
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
10
Spatial spillovers of tourism activity on housing prices : the case of Croatia
Vizek, Maruška
;
Stojčić, Nebojša
;
Mikulić, Josip
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
5
,
pp. 1376-1390
Persistent link: https://www.econbiz.de/10014325972
Saved in:
11
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
12
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
Saved in:
13
Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo
;
Greenwood-Nimmo, Matthew
;
Shin, Yongcheol
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10014287722
Saved in:
14
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
15
Calculating efficiency for spatial autoregressive stochastic frontier model
Kutlu, Levent
- In:
Economics letters
225
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014308483
Saved in:
16
Robust forecasting in spatial autoregressive model with total variation regularization
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10014292141
Saved in:
17
Sparse spatio-temporal autoregressions by profiling and bagging
Ma, Yingying
;
Shaojun, Guo
;
Wang, Hansheng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10013472867
Saved in:
18
Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
Saved in:
19
A Moran eigenvector spatial filtering specification of entropy measures
Griffith, Daniel A.
;
Chun, Yongwan
;
Hauke, Jan
- In:
Papers in regional science : the journal of the …
101
(
2022
)
1
,
pp. 259-279
Persistent link: https://www.econbiz.de/10012821163
Saved in:
20
Autoregressive model with spatial dependence and missing data
Zhou, Jing
;
Liu, Jin
;
Wang, Feifei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
Saved in:
21
Functional linear regression : dependence and error contamination
Chen, Cheng
;
Shaojun, Guo
;
Qiao, Xinghao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 444-457
Persistent link: https://www.econbiz.de/10012804133
Saved in:
22
An analysis of spatial dependence in real estate prices
Moralı, Orçun
;
Yılmaz, Neslihan
- In:
The journal of real estate finance and economics
64
(
2022
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10012817721
Saved in:
23
Consistent EM algorithm for a spatial autoregressive probit model
Cheng, Wei
-
2022
Persistent link: https://www.econbiz.de/10013163220
Saved in:
24
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
25
Cyclical shocks and spatial association of Indonesia's district-level per capita income
Kataoka, Mitsuhiko
- In:
Asian economic journal : journal of the East Asian …
36
(
2022
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10013464502
Saved in:
26
Exploring the meso-determinants of apartment prices in Polish counties using spatial autoregressive multiscale geographically weighted regression
Tomal, Mateusz
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 822-830
Persistent link: https://www.econbiz.de/10013411790
Saved in:
27
Persistent and transient inefficiency in a spatial autoregressive panel stochastic frontier model
Lai, Hung-pin
;
Tran, Kien C.
- In:
Journal of productivity analysis : an official journal …
58
(
2022
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013453671
Saved in:
28
One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data
Lu, Fang
;
Yang, Jing
;
Lu, Xuewen
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
6
,
pp. 2645-2671
Persistent link: https://www.econbiz.de/10013197401
Saved in:
29
The dynamic general nesting spatial econometric model for spatial panels with common factors : Further raising the bar
Elhorst, J. Paul
- In:
Review of regional research : a publication of the …
42
(
2022
)
3
,
pp. 249-267
Persistent link: https://www.econbiz.de/10014226092
Saved in:
30
Spatial distribution of airbnb supply in Los Angeles
Zhang, Zhihua
;
Fu, Rachel J. C.
- In:
Tourism analysis : an interdisciplinary tourism & …
27
(
2022
)
4
,
pp. 467-477
Persistent link: https://www.econbiz.de/10013552570
Saved in:
31
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
32
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Saved in:
33
Spatial stochastic frontier model with endogenous weighting matrix
Kutlu, Levent
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1947-1968
Persistent link: https://www.econbiz.de/10013440457
Saved in:
34
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
35
Specification and estimation of a periodic spatial panel autoregressive model
Amba, Marius Claude Oyon
;
Le Gallo, Julie
-
2022
Persistent link: https://www.econbiz.de/10013429019
Saved in:
36
Some useful details about the Moran coefficient, the Geary ratio, and the join count indices of spatial autocorrelation
Griffith, Daniel A.
;
Chun, Yongwan
-
2022
Persistent link: https://www.econbiz.de/10013429021
Saved in:
37
Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan
;
Qiao, Gaoxiu
;
Zhang, Feipeng
- In:
Technological forecasting & social change : an …
180
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013429265
Saved in:
38
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
39
Crude oil market autocorrelation : evidence from multiscale quantile regression analysis
Sun, Jie
;
Zhao, Xiaojun
;
Xu, Chao
- In:
Energy economics
98
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822032
Saved in:
40
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
41
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
42
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
43
Revisiting estimation methods for spatial econometric interaction models
Dargel, Lukas
-
2021
Persistent link: https://www.econbiz.de/10012650667
Saved in:
44
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
45
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
46
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
47
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
Saved in:
48
Beyond GDP : an analysis of the socio-economic diversity of European regions
Ayouba, Kassoum
;
Le Gallo, Julie
;
Vallone, Andrés
- In:
Applied economics
52
(
2020
)
9
,
pp. 1010-1029
Persistent link: https://www.econbiz.de/10012197498
Saved in:
49
Direct standard errors for regressions with spatially autocorrelated residuals
Kelly, Morgan
-
2020
Persistent link: https://www.econbiz.de/10012214349
Saved in:
50
Uncovering a positive and negative spatial autocorrelation mixture pattern : a spatial analysis of breast cancer incidences in Broward County, Florida : 2000-2010
Hu, Lan
;
Chun, Yongwan
;
Griffith, Daniel A.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
3
,
pp. 291-308
Persistent link: https://www.econbiz.de/10012237515
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->