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Results: 1-15 |
Results: 15
TESTING AND MODELING MULTIVARIATE THRESHOLD MODELS
Authors: TSAY RS
Citation: Rs. Tsay, TESTING AND MODELING MULTIVARIATE THRESHOLD MODELS, Journal of the American Statistical Association, 93(443), 1998, pp. 1188-1202
FORECASTING THE US UNEMPLOYMENT RATE
Authors: MONTGOMERY AL ZARNOWITZ V TSAY RS TIAO GC
Citation: Al. Montgomery et al., FORECASTING THE US UNEMPLOYMENT RATE, Journal of the American Statistical Association, 93(442), 1998, pp. 478-493
A UNIFIED APPROACH TO IDENTIFYING MULTIVARIATE TIME-SERIES MODELS
Authors: LI H TSAY RS
Citation: H. Li et Rs. Tsay, A UNIFIED APPROACH TO IDENTIFYING MULTIVARIATE TIME-SERIES MODELS, Journal of the American Statistical Association, 93(442), 1998, pp. 770-782
A TIME-SERIES APPROACH TO ECONOMETRIC-MODELS OF TAIWAN ECONOMY
Authors: TIAO GC TSAY RS MAN KS CHU YJ XU KK CHEN C LIN JL HSU CM LIN CF MAO CS HO CS LIOU RW YANG YF
Citation: Gc. Tiao et al., A TIME-SERIES APPROACH TO ECONOMETRIC-MODELS OF TAIWAN ECONOMY, Statistica sinica, 8(4), 1998, pp. 991-1026
A DYNAMIC APPROACH TO STRUCTURAL MODELING - REJOINDER
Authors: TIAO GC TSAY RS MAN KS CHU YJ XU KK CHEN C LIN JL HSU CM LIN CF MAO CS HO CS LIOU RW YANG YF
Citation: Gc. Tiao et al., A DYNAMIC APPROACH TO STRUCTURAL MODELING - REJOINDER, Statistica sinica, 8(4), 1998, pp. 1039-1044
BAYESIAN-INFERENCE FOR PERIODIC REGIME-SWITCHING MODELS
Authors: GHYSELS E MCCULLOCH RE TSAY RS
Citation: E. Ghysels et al., BAYESIAN-INFERENCE FOR PERIODIC REGIME-SWITCHING MODELS, Journal of applied econometrics, 13(2), 1998, pp. 129-143
LIMITING PROPERTIES OF THE LEAST-SQUARES ESTIMATOR OF A CONTINUOUS THRESHOLD AUTOREGRESSIVE MODEL
Authors: CHAN KS TSAY RS
Citation: Ks. Chan et Rs. Tsay, LIMITING PROPERTIES OF THE LEAST-SQUARES ESTIMATOR OF A CONTINUOUS THRESHOLD AUTOREGRESSIVE MODEL, Biometrika, 85(2), 1998, pp. 413-426
BANDWIDTH SELECTION FOR KERNEL REGRESSION WITH LONG-RANGE DEPENDENT ERRORS
Authors: RAY BK TSAY RS
Citation: Bk. Ray et Rs. Tsay, BANDWIDTH SELECTION FOR KERNEL REGRESSION WITH LONG-RANGE DEPENDENT ERRORS, Biometrika, 84(4), 1997, pp. 791-802
COINTEGRATION CONSTRAINT AND FORECASTING - AN EMPIRICAL-EXAMINATION
Authors: LIN JL TSAY RS
Citation: Jl. Lin et Rs. Tsay, COINTEGRATION CONSTRAINT AND FORECASTING - AN EMPIRICAL-EXAMINATION, Journal of applied econometrics, 11(5), 1996, pp. 519-538
ADDITIVITY TESTS FOR NONLINEAR AUTOREGRESSION
Authors: CHEN R LIU JS TSAY RS
Citation: R. Chen et al., ADDITIVITY TESTS FOR NONLINEAR AUTOREGRESSION, Biometrika, 82(2), 1995, pp. 369-383
SOME ADVANCES IN NONLINEAR AND ADAPTIVE MODELING IN TIME-SERIES
Authors: TIAO GC TSAY RS
Citation: Gc. Tiao et Rs. Tsay, SOME ADVANCES IN NONLINEAR AND ADAPTIVE MODELING IN TIME-SERIES, Journal of forecasting, 13(2), 1994, pp. 109-131
BAYESIAN-INFERENCE OF TRENDS-STATIONARITY AND DIFFERENCE-STATIONARITY
Authors: MCCULLOCH RE TSAY RS
Citation: Re. Mcculloch et Rs. Tsay, BAYESIAN-INFERENCE OF TRENDS-STATIONARITY AND DIFFERENCE-STATIONARITY, Econometric theory, 10(3-4), 1994, pp. 596-608
NONLINEAR ADDITIVE ARX MODELS
Authors: CHEN R TSAY RS
Citation: R. Chen et Rs. Tsay, NONLINEAR ADDITIVE ARX MODELS, Journal of the American Statistical Association, 88(423), 1993, pp. 955-967
BAYESIAN-INFERENCE AND PREDICTION FOR MEAN AND VARIANCE SHIFTS IN AUTOREGRESSIVE TIME-SERIES
Authors: MCCULLOCH RE TSAY RS
Citation: Re. Mcculloch et Rs. Tsay, BAYESIAN-INFERENCE AND PREDICTION FOR MEAN AND VARIANCE SHIFTS IN AUTOREGRESSIVE TIME-SERIES, Journal of the American Statistical Association, 88(423), 1993, pp. 968-978
TESTING FOR COMMON FEATURES - COMMENT
Authors: TSAY RS
Citation: Rs. Tsay, TESTING FOR COMMON FEATURES - COMMENT, Journal of business & economic statistics, 11(4), 1993, pp. 390-392
Risultati: 1-15 |