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

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

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The cointegrated VAR model methodology and applications by Juselius, Katarina

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

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

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

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity by Magadia, Joselito C. 1961-

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

ARMA model identification by Choi, ByoungSeon

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