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
~subject:"Heteroscedasticity"
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
Fallstricke der linearen Regre...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Heteroscedasticity
Autokorrelation
2,538
Autocorrelation
2,451
Theorie
1,524
Theory
1,465
Heteroskedastizität
1,374
Schätztheorie
1,337
Estimation theory
1,318
Zeitreihenanalyse
1,062
Time series analysis
1,033
Schätzung
681
Estimation
662
ARCH-Modell
492
ARCH model
484
Räumliche Interaktion
385
Spatial interaction
378
Volatilität
368
Prognoseverfahren
363
Regressionsanalyse
361
Volatility
355
Regression analysis
354
Forecasting model
348
Statistischer Test
307
Kapitaleinkommen
300
Capital income
299
Statistical test
297
Börsenkurs
287
USA
283
Share price
277
United States
268
Regional economics
259
Regionalökonomik
259
Unit root test
237
Einheitswurzeltest
236
VAR-Modell
199
VAR model
197
Stochastischer Prozess
189
Stochastic process
182
Bootstrap-Verfahren
178
Panel
176
more ...
less ...
Online availability
All
Free
573
Undetermined
241
CC license
9
Type of publication
All
Book / Working Paper
666
Article
662
Type of publication (narrower categories)
All
Article in journal
630
Aufsatz in Zeitschrift
630
Working Paper
378
Graue Literatur
377
Non-commercial literature
377
Arbeitspapier
376
Aufsatz im Buch
18
Book section
18
Hochschulschrift
14
Thesis
12
Collection of articles written by one author
4
Sammlung
4
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Government document
1
more ...
less ...
Language
All
English
1,320
German
3
French
3
Czech
1
Turkish
1
Author
All
Lütkepohl, Helmut
61
Sun, Yixiao
33
Phillips, Peter C. B.
29
Taylor, Robert
23
Rigobón, Roberto
22
Newey, Whitney K.
19
Meitz, Mika
18
Saikkonen, Pentti
18
Cavaliere, Giuseppe
17
Chao, John C.
16
Swanson, Norman R.
16
Netšunajev, Aleksei
15
Hausman, Jerry A.
14
Schlaak, Thore
14
Woutersen, Tiemen
13
Anatolyev, Stanislav
12
Rombouts, Jeroen V. K.
12
Silva, João Santos
11
Vogelsang, Timothy J.
11
Nielsen, Morten Ørregaard
10
Velinov, Anton
10
West, Kenneth D.
10
Milunovich, George
9
Sentana, Enrique
9
Andrews, Donald W. K.
8
Bacchiocchi, Emanuele
8
Dette, Holger
8
Giraitis, Liudas
8
Gonçalves, Sílvia
8
Guggenberger, Patrik
8
Harris, David
8
Hwang, Jungbin
8
Kilian, Lutz
8
Lewis, Daniel J.
8
Podstawski, Maximilian
8
Sack, Brian
8
Yang, Minxian
8
Yang, Zhenlin
8
Carnero, M. Angeles
7
Davidson, Russell
7
more ...
less ...
Institution
All
National Bureau of Economic Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
3
Boston College / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Instituto Valenciano de Investigaciones Económicas
2
University of California, San Diego / Department of Economics
2
University of Exeter / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Brown University / Department of Economics
1
Centre for Economic Research <Dublin>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
1
Federal Reserve Bank of New York
1
Forschungsinstitut zur Zukunft der Arbeit
1
International Monetary Fund
1
Irving B. Harris Graduate School of Public Policy Studies
1
Jingji-Yanjiusuo <Taipeh>
1
Johns Hopkins University / Department of Economics
1
London School of Economics and Political Science
1
Rutgers University / Department of Economics
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Social Systems Research Institute
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitetet i Oslo / Økonomisk institutt
1
University of New England / Department of Econometrics
1
University of Waterloo / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
William Davidson Institute <Ann Arbor, Mich.>
1
more ...
less ...
Published in...
All
Journal of econometrics
86
Econometric theory
41
Econometric reviews
39
Economics letters
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
The econometrics journal
21
Journal of applied econometrics
13
NBER Working Paper
13
Cowles Foundation discussion paper
12
DIW Berlin Discussion Paper
12
CREATES research paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of empirical finance
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Applied economics
9
NBER working paper series
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Working paper series / University of Zurich, Department of Economics
9
Applied economics letters
8
Applied financial economics
8
CESifo Working Paper Series
8
CESifo working papers
8
Cowles Foundation Discussion Paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economic modelling
8
Discussion paper series / IZA
7
Econometrics : open access journal
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Journal of forecasting
7
Regional science & urban economics
7
SFB 649 discussion paper
7
The review of economics and statistics
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Discussion papers of interdisciplinary research project 373
6
NBER technical working paper series
6
Oxford bulletin of economics and statistics
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,325
EconStor
2
ArchiDok
1
Showing
1
-
10
of
1,328
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Saved in:
2
LM tests in the presence of non-normal error distributions
Furno, Marilena
- In:
Econometric theory
16
(
2000
)
2
,
pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
Saved in:
3
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
4
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377688
Saved in:
5
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
6
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
7
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
8
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
9
Efficient estimation of agricultural time series models with nonnormal dependent variables
Ramírez, Octavio A.
;
Misra, Sukant K.
;
Nelson, Jeannie
- In:
American journal of agricultural economics
85
(
2003
)
4
,
pp. 1029-1040
Persistent link: https://www.econbiz.de/10001817251
Saved in:
10
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
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...
