A comparative analysis of methods of index construction in time series data Autor Komoto, Kazuaki

Generalized method of moments Autor Hall, Alastair R.

The construction and interpretation of combined cross-section and time-series inequality datasets Autor Francois, Joseph

New introduction to multiple time series analysis Autor Lutkepohl, Helmut

Time series modeling for the Davao River water quality parameters Autor Magabili, Elmer Fuentes

Time-frequency and time-scale methods adaptive decompositions, uncertainty principles, and sampling Autor Hogan, Jeffrey A. 1963-

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Applied econometric time series Autor Enders, Walter 1948-

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

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

Applied econometric time series Autor Enders, Walter 1948-