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Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 09/2015, Volume 434, pp. 84 - 98
We derive a heuristic method to estimate the degree of self-similarity and serial correlation in financial time series. Especially, we propagate the use of a... 
Serial correlation | Volatility clustering | Multifractionality | Self-similarity | Portfolio diversification | PRICES | PHYSICS, MULTIDISCIPLINARY | HURST EXPONENT | RETURNS | EARNINGS | STOCK-MARKET EFFICIENCY | FOREIGN-EXCHANGE RATES | LONG-RANGE DEPENDENCE | MEMORY | TERM DEPENDENCE | PARAMETER
Journal Article
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2009, Volume 151, Issue 2, pp. 140 - 149
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 01/2014, Volume 394, pp. 47 - 60
Journal Article
Regional Science and Urban Economics, ISSN 0166-0462, 09/2017, Volume 66, pp. 28 - 38
A randomization test is proposed for detecting spatial dependence in panel models with cross-sectional dependence induced by an unobserved common factor... 
Common factors | Spatial dependence | Serial correlation | Panel data | Randomization test | ECONOMETRICS | URBAN STUDIES | AUTOCORRELATION | ECONOMICS | PANEL-DATA MODELS | ENVIRONMENTAL STUDIES | Monte Carlo method | Analysis
Journal Article
FRONTIERS IN NEUROSCIENCE, ISSN 1662-453X, 11/2007, Volume 1, Issue 1, pp. 131 - 143
Dendritic spines are critical elements of cortical circuits, since they establish most excitatory synapses. Recent studies have reported correlations between... 
PSD | electron microscopy | serial section | Pyramidal | NEUROSCIENCES | Visual cortex | Synaptic strength | Neurons | Visual pathways | Electron microscopy | Golgi apparatus | Studies | Dendritic spines | Microscopy | Ultrastructure | Pyramidal cells | Dimensional analysis | Morphology | Postsynaptic density | pyramidal
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 05/2020, Volume 206, pp. 179 - 195
Testing for series correlation among error terms is a basic problem in linear regression model diagnostics. The famous Durbin–Watson test and Durbin’s h-test... 
Durbin–Watson test | Ljung–Box statistic | Serial correlation | High dimensional linear regression | Quadratic form | Joint CLT | LEAST-SQUARES REGRESSION | STATISTICS & PROBABILITY | Ljung-Box statistic | DURBIN-WATSON | Durbin-Watson test | HETEROSCEDASTICITY | VARIABLES | QUADRATIC-FORMS | CENTRAL-LIMIT-THEOREM
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2004, Volume 74, Issue 3, pp. 529 - 609
Journal Article
STATA JOURNAL, ISSN 1536-867X, 06/2003, Volume 3, Issue 2, pp. 168 - 177
Because serial correlation in linear panel-data models biases the standard errors and causes the results to be less efficient, researchers need to identify... 
st0039 | specification tests | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | panel data | serial correlation | Linear models (Statistics) | Models | Linear regression models | Error analysis (Mathematics) | Analysis | Autocorrelation (Statistics)
Journal Article
Water Resources Research, ISSN 0043-1397, 06/2002, Volume 38, Issue 6, pp. 1068 - 4-7
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2007, Volume 140, Issue 1, pp. 5 - 51
Journal Article
Hydrological Sciences Journal, ISSN 0262-6667, 02/2003, Volume 48, Issue 1, pp. 51 - 63
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 05/2018, Volume 165, pp. 101 - 116
This paper proposes a simple hierarchical model and a testing strategy to identify intra-cluster correlations, in the form of nested random effects and... 
Clusters | Random effects | Serial correlation | DISTURBANCES | LM TESTS | AUTOCORRELATION | STATISTICS & PROBABILITY | ERROR-COMPONENT MODEL | SPECIFICATION
Journal Article