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Outlier detection in multivariate time series by projection pursuit
Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 654-669
Persistent link: https://www.econbiz.de/10003334667
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Nonlinear models and forecasting
Tsay, Ruey S. - In: A companion to economic forecasting, (pp. 453-484). 2002
Persistent link: https://www.econbiz.de/10001894049
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Forecasting growth with time series models
Peña, Daniel - In: Journal of forecasting 14 (1995) 2, pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
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Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín (interviewee);  … - In: International journal of forecasting 36 (2020) 4, pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
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Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
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Forecasting with leading indicators revisited
Tsay, Ruey S.; Wu, Chung-shu - In: Journal of forecasting 22 (2003) 8, pp. 603-617
Persistent link: https://www.econbiz.de/10001863398
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A predictive approach for selection of diffusion index models
Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Predictive likelihood for Bayesian model selection and averaging
Ando, Tomohiro; Tsay, Ruey S. - In: International journal of forecasting 26 (2010) 4, pp. 744-763
Persistent link: https://www.econbiz.de/10008807726
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Residual income, non-earnings information, and information content
Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-wen - In: Journal of forecasting 28 (2009) 6, pp. 487-511
Persistent link: https://www.econbiz.de/10003886988