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

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

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The cointegrated VAR model methodology and applications Autor Juselius, Katarina

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

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

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

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

ARMA model identification Autor Choi, ByoungSeon

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