Economic Time Series
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Published By Chapman And Hall/CRC

9781439846575, 9781439846582

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Outliers in GARCH Processes

Economic Time Series ◽

10.1201/b11823-20 ◽

2012 ◽

pp. 337-358 ◽

Cited By ~ 13

Author(s):

Luiz Hotta ◽

Ruey Tsay

Keyword(s):

Garch Processes

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Applying and Interpreting Model-Based Seasonal Adjustment

Economic Time Series ◽

10.1201/b11823-17 ◽

2012 ◽

pp. 281-313 ◽

Cited By ~ 3

Author(s):

Agustın Maravall ◽

Domingo Perez

Keyword(s):

Seasonal Adjustment ◽

Model Based

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Specification and Misspecification of Unobserved Components Models

Economic Time Series ◽

10.1201/b11823-7 ◽

2012 ◽

pp. 83-108

Author(s):

Davide Delle Monache ◽

Andrew Harvey

Keyword(s):

Unobserved Components

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Choosing Seasonal Autocovariance Structures

Economic Time Series ◽

10.1201/b11823-5 ◽

2012 ◽

pp. 63-79 ◽

Cited By ~ 1

Author(s):

Robert Lund

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Index

Economic Time Series ◽

10.1201/b11823-30 ◽

2012 ◽

pp. 525-535

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Theoretical and Real Trading-Day Frequencies

Economic Time Series ◽

10.1201/b11823-16 ◽

2012 ◽

pp. 255-279

Author(s):

Dominique Ladiray

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Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments

Economic Time Series ◽

10.1201/b11823-11 ◽

2012 ◽

pp. 161-184

Author(s):

William Bell ◽

Yea-Jane Chu ◽

George Tiao

Keyword(s):

Arima Model ◽

Mean Squared Errors ◽

Model Based

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A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment

Economic Time Series ◽

10.1201/b11823-3 ◽

2012 ◽

pp. 3-35 ◽

Cited By ~ 2

Author(s):

Siem Koopman ◽

Marius Ooms ◽

Irma Hindrayanto

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Unobserved Components ◽

Series Analysis

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Bayesian Stochastic Model Specification Search for Seasonal and Calendar Effects

Economic Time Series ◽

10.1201/b11823-25 ◽

2012 ◽

pp. 431-455 ◽

Cited By ~ 2

Author(s):

Tommaso Proietti ◽

Stefano Grassi

Keyword(s):

Stochastic Model ◽

Model Specification ◽

Calendar Effects ◽

Specification Search

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Front Matter

Economic Time Series ◽

10.1201/b11823-1 ◽

2012 ◽

pp. i-xvii

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