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

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

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The cointegrated VAR model methodology and applications по Juselius, Katarina

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

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

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

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

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

ARMA model identification по Choi, ByoungSeon

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