Rezultati

Time series forecasting using multi-layer perceptron networks and arch models with application to stock prices od Pasamonte, Joseph Norman D.

Time series for data science analysis and forecasting od Woodward, Wayne A., Sadler, Bivin P., Robertson, Stephen D.

A model for federal funds rate target od Hamilton, James D.

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables od Ang, Andrew

Detecting outliers and level shifts in time series using Tsay and Balke procedures od Elnas, Calixto Gonzaga

Spatial autoregressive poisson modelling of poverty count in the Philippines od Bañez, John Erwin S.

Bounded influence approaches to constrained mixed vector autoregressive models od Gamalo, Mark Amper

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ARMA model identification od Choi, ByoungSeon

The cointegrated VAR model methodology and applications od Juselius, Katarina