TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES

DOI10.1111/J.1467-9892.1987.TB00425.XzbMATH Open0611.90040OpenAlexW2144020618MaRDI QIDQ3751336FDOQ3751336

Authors Kenneth F. Wallis

Publication date 1987

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1987.tb00425.x

zbMATH Keywords

bounded variableslikelihood ratio criterionlogistic transformationtransformation bias

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
• On two families of transformations to additivity for binary response data
• Stochastic specification and the estimation of share equations
• Testing Linear versus Logarithmic Regression Models

Cited in

(13)

• A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
• Bayesian model selection for unit root testing with multiple structural breaks
• Dynamic Bayesian beta models
• Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models
• The accumulation of human capital and the sectoral shifts hypothesis for different age groups.
• Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling
• Notes on economic time series analysis: system theoretic perspectives
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
• On Tracking Varying Bounds When Forecasting Bounded Time Series
• A new non-linear \(AR(1)\) time series model having approximate beta marginals
• Probability assessments of an ice-free Arctic: comparing statistical and climate model projections
• Statistical analysis of economic time series
• A censored time series analysis for responses on the unit interval: an application to acid rain modeling

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