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
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
Lagged regression residuals an...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
50
Schätztheorie
43
Estimation theory
40
Theory
40
Nichtparametrisches Verfahren
35
Zeitreihenanalyse
34
Time series analysis
32
Nonparametric statistics
30
Prognoseverfahren
23
Forecasting model
22
Regression analysis
18
Regressionsanalyse
18
Estimation
11
Schätzung
11
Nonlinear regression
9
Statistische Verteilung
9
Börsenkurs
8
Volatilität
8
Statistical distribution
7
Volatility
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Monte Carlo
6
Nichtlineare Regression
6
Share price
6
information bound
6
ARCH model
5
Asymptotic normality
5
Capital income
5
Close-to-open gap forecasting
5
Core
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Maximum likelihood estimator
5
Nonparametric
5
Simulation
5
USA
5
United States
5
ARCH-Modell
4
more ...
less ...
Online availability
All
Free
89
Undetermined
32
Type of publication
All
Book / Working Paper
109
Article
71
Type of publication (narrower categories)
All
Working Paper
52
Arbeitspapier
38
Graue Literatur
34
Non-commercial literature
34
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Festschrift
1
Forschungsbericht
1
Sammelwerk
1
more ...
less ...
Language
All
English
104
Undetermined
76
Author
All
Gooijer, Jan G. de
96
Gooijer, Jan G. De
37
Yuan, Ao
30
Brännäs, Kurt
19
Cheng, Yebin
18
De Gooijer, Jan G.
18
Zerom, Dawit
13
Vidiella-i-Anguera, Antoni
12
Hyndman, Rob J.
11
de Gooijer, Jan G.
11
Gooijer, J. G. de
10
Zerom Godefay, Dawit
9
Gannoun, Ali
7
MacNeill, Ian B.
7
Anderson, O. D.
6
Gatarek, Lukasz T.
6
Diks, Cees G. H.
4
Lönnbark, Carl
4
Soultanaeva, Albina
4
Teräsvirta, Timo
4
Brannas, Kurt
3
Diks, Cees G.H.
3
Dorsman, A. B.
3
Kumar, Kuldeep
3
Ray, Bonnie K.
3
Akman, Ibrahim
2
Casteren, Pieter H. van
2
GOOIJER, JAN G. DE
2
Joshi, V. M.
2
Klein, André
2
Kräger, Horst
2
Larramendy, Irène
2
Poncela, Pilar
2
Ruiz, Esther
2
Ben Salah, Hanene
1
Bruin, Paul T. De
1
CHENG, YEBIN
1
Duong, Q. P.
1
Franses, Philip Hans
1
Garcia-Ferrer, Antonio
1
more ...
less ...
Institution
All
Tinbergen Instituut
14
Tinbergen Institute
13
Institutionen för Nationalekonomi, Umeå Universitet
2
Umeå universitet
2
Amsterdamse Effectenbeurs
1
Department of Econometrics and Business Statistics, Monash Business School
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
34
Tinbergen Institute Discussion Papers
27
Tinbergen Institute Discussion Paper
14
International Journal of Forecasting
11
International journal of forecasting
10
Research memorandum / Department of Economics, University of Amsterdam
6
Computational Statistics & Data Analysis
5
Umeå economic studies
5
Journal of forecasting
3
Applying maximum entropy to econometric problems
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Economics Bulletin
2
Scandinavian Journal of Statistics
2
Statistics & Probability Letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The University of Western Ontario series in philosophy of science
2
Time series : proceedings of the international conference held at Nottingham University, March 1979
2
Time series analysis : theory and practice
2
Umeå Economic Studies
2
Advances in econometrics
1
Advances in the statistical sciences
1
Analysing time series : proceedings of the international conference held on Guernsey, Channel Islands, October 1979
1
Central European Journal of Economic Modelling and Econometrics
1
Computational economics
1
Econometric theory
1
Economics Letters
1
Economics letters
1
European equity markets : risk, return, and efficiency
1
Exchange rate policy in Europe
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Journal of Applied Statistics
1
Journal of Econometrics
1
Journal of Forecasting
1
Journal of International Money and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
RePEc
62
EconStor
14
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
180
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de
;
MacNeill, Ian B.
-
1994
Persistent link: https://www.econbiz.de/10000151697
Saved in:
2
Testing non-linearities in world stock market prices
Gooijer, Jan G. de
- In:
Economics letters
31
(
1989
)
1
,
pp. 31-35
Persistent link: https://www.econbiz.de/10001078206
Saved in:
3
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
4
Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de
;
Zerom, Dawit
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
Saved in:
5
Modelling seasonalities in nonlinear inflation rates using SEASETARs
Gooijer, Jan G. de
;
Vidiella-i-Anguera, Antoni
-
2000
Persistent link: https://www.econbiz.de/10001534809
Saved in:
6
Asymmetries in conditional mean and variance
Brännäs, Kurt
;
Gooijer, Jan G. de
-
2000
Persistent link: https://www.econbiz.de/10001484276
Saved in:
7
A min-max optimal instrumental variable estimation method for multivariate linear time series systems
Gooijer, Jan G. de
;
Stoica, Petre
-
1987
Persistent link: https://www.econbiz.de/10000735002
Saved in:
8
Modelling business cycle data using autoregressive-asymmetric moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
-
1991
Persistent link: https://www.econbiz.de/10000822488
Saved in:
9
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
10
Component extraction analysis of multivariate time series
Akman, Ibrahim
-
1995
Persistent link: https://www.econbiz.de/10000910437
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...
