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Quantile regression models with factor-augmented predictors and information criterion
Ando, Tomohiro; Tsay, Ruey S. - In: The econometrics journal 14 (2011) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009007618
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Bayesian portfolio selection under a multifactor asset return model with predictive model selection
Ando, Tomohiro - In: Global business & economics review 14 (2012) 1/2, pp. 77-101
Persistent link: https://www.econbiz.de/10009489602
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Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001069382
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Testing for noninvertible models with applications
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
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Analysis of financial time series : financial econometrics
Tsay, Ruey S. - 2001
Persistent link: https://www.econbiz.de/10001571906
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Analysis of financial time series : financial econometrics
Tsay, Ruey S. - 2002
Persistent link: https://www.econbiz.de/10001589997
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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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Analysis of financial time series
Tsay, Ruey S. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10002705310
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Some methods for analyzing big dependent data
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 673-688
Persistent link: https://www.econbiz.de/10011692453
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Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S. - In: Journal of econometrics 216 (2020) 1, pp. 106-117
Persistent link: https://www.econbiz.de/10012439650