TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES
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Publication:3751336
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
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Cites Work
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- On two families of transformations to additivity for binary response data
- Stochastic specification and the estimation of share equations
- An algorithm for the exact likelihood of a mixed autoregressive-moving average process
- Testing Linear versus Logarithmic Regression Models
Cited In (13)
- Probability assessments of an ice-free Arctic: comparing statistical and climate model projections
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
- 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.
- Notes on economic time series analysis: system theoretic perspectives
- Bayesian model selection for unit root testing with multiple structural breaks
- Dynamic Bayesian beta models
- On Tracking Varying Bounds When Forecasting Bounded Time Series
- A new non-linear \(AR(1)\) time series model having approximate beta marginals
- Statistical analysis of economic time series
- A censored time series analysis for responses on the unit interval: an application to acid rain modeling
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling
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