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

The generalized auto regressive conditional heteroskedasticity Parkinson range ( Garch-Park-R) model for forecasting financial volatility by Mapa, Claire Dennis S.

Applied econometric time series by Enders, Walter 1948-

Statistics, econometrics, and forecasting by Zellner, Arnold

Gender, time use, and models of the household by Apps, Patricia

The analysis of time series an introduction by Chatfield, Christopher

Stochastic approximation and nonlinear regression by Albert, Arthur E., Gardner, Leland A.

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Nonlinear time series analysis by Kantz, Holger, Schreiber, Thomas

Available for University of the Philippines Baguio via Cambridge Books Online. Click here to access

A range-based GARCH model for forecasting financial volatility by Mapa, Dennis S.

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Applied time series modelling and forecasting by Harris, Richard