//--> //--> //-->
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:"Discussion papers in economics and econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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:"Autoregressive model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
21
Autokorrelation
21
Theorie
9
Theory
9
Einheitswurzeltest
6
Unit root test
6
Estimation theory
5
Schätztheorie
5
Martingal
2
Martingale
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
2
1998-2001
1
ARCH model
1
ARCH-Modell
1
Abwertung
1
Arbeitskräfte
1
Augmented Dickey Fuller Test
1
Bias
1
Brownian Bridge
1
Bubbles
1
Cointegration
1
Core
1
Correlation
1
Currency devaluation
1
Deprived region
1
Deutschland
1
Econometrics
1
Experiment
1
Forecasting model
1
France
1
Frankreich
1
Germany
1
Großbritannien
1
Hedge fund
1
Hedgefonds
1
Incomplete market
1
Induktive Statistik
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Amtsdruckschrift
5
Government document
5
Language
All
English
20
French
1
Author
All
Pitarakis, Jean-Yves
5
Gouriéroux, Christian
3
Bec, Frédérique
2
Darolles, Serge
2
Kyriacou, Maria
2
Mas, André
2
Zakoïan, Jean-Michel
2
Aldrich, John Herbert
1
Auray, Stéphane
1
Banerjee, Anurag Narayan
1
Eyquem, Aurélien
1
Francq, Christian
1
Gagliardini, Patrick
1
Gonzalo, Jesús
1
Guay, Alain
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Jouneau-Sion, Frédéric
1
Lieberman, Offer
1
Menneteau, Ludovic
1
Patacchini, Eleonora
1
Phillips, Peter C. B.
1
Prigent, Jean-Luc
1
Rahbek, Anders
1
Renault, Olivier
1
Rice, Patricia
1
Rossi, Francesca
1
Rousseau, Judith
1
Scaillet, Olivier
1
Shephard, Neil G.
1
Staszewska, Anna
1
Wan, Alan T. K.
1
Zou, Guohua
1
Zucker, David M.
1
more ...
less ...
Published in...
All
Discussion papers in economics and econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
29
The econometrics journal
29
Journal of forecasting
27
Cowles Foundation discussion paper
26
Applied economics
23
International journal of forecasting
23
Economic modelling
22
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
Energy economics
16
The journal of real estate finance and economics
16
CREATES research paper
15
Journal of regional science
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
European journal of operational research : EJOR
13
Cowles Foundation Discussion Paper
12
Econometrics : open access journal
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
Applied financial economics
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
Working paper / National Bureau of Economic Research, Inc.
10
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
21
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
2
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2014
Persistent link: https://www.econbiz.de/10010515591
Saved in:
3
Overlapping sub-sampling and invariance to initial conditions
Kyriacou, Maria
-
2012
Persistent link: https://www.econbiz.de/10009672405
Saved in:
4
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10009672417
Saved in:
5
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
6
Wars as large depreciation shocks
Auray, Stéphane
;
Eyquem, Aurélien
;
Jouneau-Sion, …
-
2012
Persistent link: https://www.econbiz.de/10010188797
Saved in:
7
Joint detection of structural change and nonstationarity in autoregression
Pitarakis, Jean-Yves
-
2011
Persistent link: https://www.econbiz.de/10009127312
Saved in:
8
Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves
-
2010
Persistent link: https://www.econbiz.de/10003982442
Saved in:
9
Explosive bubble modelling by noncausal process
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10009753198
Saved in:
10
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
11
The experiment in macroeconometrics
Aldrich, John Herbert
;
Staszewska, Anna
-
2006
Persistent link: https://www.econbiz.de/10003329479
Saved in:
12
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
-
2005
Persistent link: https://www.econbiz.de/10003281526
Saved in:
13
Geography and economic performance : explanatory spatial data analysis for Great Britain
Patacchini, Eleonora
;
Rice, Patricia
-
2005
Persistent link: https://www.econbiz.de/10003329443
Saved in:
14
The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K.
;
Zou, Guohua
;
Banerjee, Anurag Narayan
-
2004
Persistent link: https://www.econbiz.de/10002086486
Saved in:
15
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
-
2004
Persistent link: https://www.econbiz.de/10002223966
Saved in:
16
Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
-
2002
Persistent link: https://www.econbiz.de/10001720960
Saved in:
17
Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André
;
Menneteau, Ludovic
-
2001
Persistent link: https://www.econbiz.de/10001577502
Saved in:
18
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
19
Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH (1)
Mas, André
-
1999
Persistent link: https://www.econbiz.de/10001380387
Saved in:
20
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
Saved in:
21
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->