R. D. Terrell

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the recursions of two-dimensional subset autoregressions	2013-02-13	Paper
TESTING PPP BY MEANS OF ZNZ PATTERNED VECM International Journal of Theoretical and Applied Finance	2008-08-26	Paper
Selecting the forgetting factor in subset autoregressive modelling Journal of Time Series Analysis	2007-05-29	Paper
Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements Research in Finance	2007-05-03	Paper
AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS International Journal of Theoretical and Applied Finance	2006-08-14	Paper
An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering Journal of Applied Mathematics and Decision Sciences	2006-05-29	Paper
THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE International Journal of Theoretical and Applied Finance	2005-03-18	Paper
A robust algorithm in sequentially selecting subset time series system using neural networks Journal of Time Series Analysis	2001-10-09	Paper
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling Econometric Reviews	1998-12-14	Paper
THE RECURSIVE FITTING OF SUBSET VARX MODELS Journal of Time Series Analysis	1994-01-20	Paper
scientific article; zbMATH DE number 4078583 (Why is no real title available?)	1986-01-01	Paper
Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' Journal of Econometrics	1984-01-01	Paper
A note on the recursions of multichannel complex subset autoregressions IEEE Transactions on Automatic Control	1983-01-01	Paper
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS Journal of Time Series Analysis	1982-01-01	Paper

Research outcomes over time

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