search query: @indexterm time series / total: 413
references: 193-202 / 413
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193.
Seasonal adjustment and Kalman filtering: extension to periodic variances.
Journal of Forecasting
1990 : MAR-APR, VOL. 9:2, p. 109-118
 1990 Burridge, P.
Wallis, K. F.
194.
Robust estimation of level and trends.
Journal of Forecasting
1990 : MAR-APR, VOL. 9:2, p. 151-172
 1990 Ferelli, M.
Tunnicliffe Wilson, G.
195.
Recursive estimation and forecasting of non-stationary time series.
Journal of Forecasting
1990 : MAR-APR, VOL. 9:2, p. 173-204
 1990 Ng, C. N.
Young, P. C.
196.
A comparison of tests for SETAR-type non-linearity in time series.
Journal of Forecasting
1990 : JAN-FEB, VOL. 9:1, p. 25-36
 1990 Petruccelli, J. D.
197.
Granger causality between money, output, prices and interest rates: some cross-country evidence from the Period 1875-1984.
Weltwirtschaftliches Archiv
1989 : VOL. 125:1, p. 74-82
 1989 Pikkarainen, P.
Viren, M.
198.
A causal analysis of black and official exchange rates: the Turkish case
Weltwirtschaftliches Archiv
1989 : VOL. 125:2, p. 337-350
 1989 Akgiray, V.
199.
Interpreting the term structure of interest rates using weekly money announcements
Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1989 : VOL. 125:1, p. 43-54
 1989 Fischer, A.
200.
On multistep prediction error methods for time series models.
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 357-368
 1989 Stoica, P.
Nehorai, A.
201.
Forecasting the Antwerp maritime steel traffic flow: a case study.
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 381-398
 1989 Gooijer, J. G. de
Klein, A.
202.
Variance intervention. (!Intervention methods)
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 399-416
 1989 Young, P.
Ng, C.
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