//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"SFB 373 Discussion Papers"
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
Testing for Linear Autoregress...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
auctions
9
autoregression
9
bootstrap
9
nonparametric regression
9
Bootstrap
8
Long memory
7
Measurement Error
7
monetary policy
7
fractional integration
6
structural shift
6
unit root
6
Additive Models
5
Errors-in-Variables
5
Estimating Equations
5
Fractional integration
5
Java
5
Nonparametric Regression
5
heteroskedasticity
5
long memory
5
Brownian motion
4
Cointegration
4
Experiments
4
GARCH
4
Univariate time series
4
adaptive estimation
4
cointegration
4
forecasting
4
option pricing
4
procurement
4
semiparametric models
4
simulation
4
stochastic volatility
4
term structure of interest rates
4
unemployment
4
vector autoregression
4
Auctions
3
Hypothesis testing
3
Local Polynomial Regression
3
Missing Data
3
Nonlinear Regression
3
more ...
less ...
Online availability
All
Free
616
Type of publication
All
Book / Working Paper
903
Language
All
Undetermined
903
Author
All
Härdle, Wolfgang
51
Güth, Werner
46
HÄRDLE, Wolfgang
34
Lütkepohl, Helmut
29
Saikkonen, Pentti
20
Breitung, Jörg
18
Müller, Wieland
18
Gil-Alaña, Luis A.
17
Herwartz, Helmut
15
Carroll, Raymond J.
14
Küchler, Uwe
14
Güth, W.
13
Huck, Steffen
13
Riedel, Frank
13
Werwatz, Axel
13
Müller, Marlene
12
Wolfstetter, Elmar
12
Föllmer, Hans
11
Hildebrandt, Lutz
11
LÜTKEPOHL, H.
11
MAMMEN, Enno
11
Mammen, Enno
11
Sperlich, Stefan
10
Spokoiny, Vladimir G.
10
Weder, Mark
10
Yang, Lijian
10
Burda, Michael C.
9
Liang, Hua
9
MÜLLER, R.
9
WOLFSTETTER, E.
9
Kleinow, Torsten
8
Strobel, Martin
8
Anderhub, Vital
7
BREITUNG, J.
7
Bank, Peter
7
Bunke, Olaf
7
Fengler, Matthias R.
7
Giesecke, Kay
7
Hafner, Christian M.
7
Horst, Ulrich
7
more ...
less ...
Institution
All
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
903
Published in...
All
SFB 373 Discussion Papers
Sonderforschungsbereich 373
827
CORE discussion papers : DP
21
Discussion papers of interdisciplinary research project 373
18
Economics working paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
SFB 649 discussion paper
13
Econometric Institute research papers
11
Journal of econometrics
10
Cege discussion paper
9
Journal of international money and finance
9
CORE discussion paper : DP
7
Economics letters
7
International journal of forecasting
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Econometric theory
5
Journal of applied econometrics
5
Journal of forecasting
5
Universitext
5
Applied economics letters
4
Applied quantitative finance
4
DIW Berlin Discussion Paper
4
Discussion paper / Tinbergen Institute
4
Econometric reviews
4
Macroeconomic dynamics
4
EUI working paper
3
Econometric Institute Report
3
Econometric Institute Research Papers
3
Energy economics
3
European journal of political economy
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of money, credit and banking : JMCB
3
Journal of risk and financial management : JRFM
3
Oxford bulletin of economics and statistics
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Applied financial economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
more ...
less ...
Source
All
RePEc
903
Showing
1
-
10
of
903
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Foreign Exchange Rates Have Surprising Volatility
BOSSAERTS, P.
;
HAFNER, C.
;
HÄRDLE, Wolfgang
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983496
Saved in:
2
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
BOSSAERTS, P.
;
HÄRDLE, Wolfgang
;
HAFNER, C.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983706
Saved in:
3
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
Hafner, C.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1997
Persistent link: https://www.econbiz.de/10010601879
Saved in:
4
Multivariate Volatility Analysis of VW Stock Prices
Herwartz, H.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010983521
Saved in:
5
Foreign Exchange Analysis with Missing Data - Comparing a Moment Estimator and the Kalman Filter
HERWARTZ, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010601789
Saved in:
6
Performance of Periodic Time Series Models in Forecasting
HERWARTZ, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010601804
Saved in:
7
Seasonal Cointegration Analysis for German M3 Money Demand
HERWARTZ, H.
;
REIMERS, H. E.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010601828
Saved in:
8
Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions
Herwartz, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010601839
Saved in:
9
Investigating the Yen/DMark Rate: Arbitrage Opportunities and a Case for Asymmetry
HERWARTZ, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010601882
Saved in:
10
Performance of Periodic Error Correction Models in Forecasting Concumption Data
HERWARTZ, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010601900
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->