BibTex RIS Cite

-

Year 2010, Volume: 29 Issue: 2, 539 - 553, 18.04.2015

References

  • AGULLO, Jose, Christophe CROUX, Stefan VAN AELST: “The Multivariate Least-Trimmed Squares Estimator”, Journal of Multivariate Analysis, Vol. 99, 2008, s.311-318.
  • BALKE, N. S., T. S. FOMBY: “Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series”, Journal of Applied Econometrics, 9, 1994, s.181–200.
  • %(5%(5 0HWLQ 6H\IHWWLQ $57$1 ³(QIODV\RQ YH (NRQRPLN %\PH øOLúNLVL 7UNL\H gUQH÷L ´ Turkish Economic Association, Discussion Paper, 2004-21
  • CHANG, I, G. TIAO, C.CHEN: “Estimation Of Time Series Parameters In The Presence Of Outliers”, Technometrics, 30, 1988, s. 193–204.
  • CHEN, C., L. M. LIU: “Forecasting Time Series With Outliers”, Journal Of Forecasting, 12, 1993, s.13–35.
  • CROUX, C, A. RUIZ-GAZEN: “High Breakdown Estimators for Principal Components: The Projection-Pursuit Approach Revisited”, Journal of Multivariate Analysis.,95, 2005, s. 206-226.
  • ENDERS, Walter: Applied Econometric Time Series, 2. Bs., New York, John Wiley&Sons, 2004.
  • FRANSES, Philip Hans: Time Series Models for Business and Economic Forecasting, Cambridge, Cambridge University Press 1998.
  • FRANSES, Philip,H., 'LFN 9$1 'ø-. Non-Linear Time Series Models in Empirical Finance, Cambridge University Press, 2002.
  • 3(1$ 'DQLHO *HRUJH 7ø$2 5XH\ 76$< A Course in Time Series Analysis, New York, Wiley, 2001.
  • REBER, John C., Jeff T. TERPSTRA, Xianzhe CHEN: “Weighted L1-estimates for a VAR(p) Time Series Model”, Journal of Nonparametric Statistics, 20, 5, 2008, s.395–411.
  • RICARDO, A., R. MARONNA, M.DOUGLAS, Y. J. VICTOR: Robust Statistics, New York, John Wiley & Sons, 2006.
  • ROUSSEEUW, P.J., A. M. LEROY: Robust Regression and Outlier Detection, New York, Wiley, 1987.
  • WILLIAM, Wei: Time Series Analysis: Univariate and Multivariate Methods, 2.Bs, USA, Pearson Addison Wesley, 2006.

VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME

Year 2010, Volume: 29 Issue: 2, 539 - 553, 18.04.2015

References

  • AGULLO, Jose, Christophe CROUX, Stefan VAN AELST: “The Multivariate Least-Trimmed Squares Estimator”, Journal of Multivariate Analysis, Vol. 99, 2008, s.311-318.
  • BALKE, N. S., T. S. FOMBY: “Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series”, Journal of Applied Econometrics, 9, 1994, s.181–200.
  • %(5%(5 0HWLQ 6H\IHWWLQ $57$1 ³(QIODV\RQ YH (NRQRPLN %\PH øOLúNLVL 7UNL\H gUQH÷L ´ Turkish Economic Association, Discussion Paper, 2004-21
  • CHANG, I, G. TIAO, C.CHEN: “Estimation Of Time Series Parameters In The Presence Of Outliers”, Technometrics, 30, 1988, s. 193–204.
  • CHEN, C., L. M. LIU: “Forecasting Time Series With Outliers”, Journal Of Forecasting, 12, 1993, s.13–35.
  • CROUX, C, A. RUIZ-GAZEN: “High Breakdown Estimators for Principal Components: The Projection-Pursuit Approach Revisited”, Journal of Multivariate Analysis.,95, 2005, s. 206-226.
  • ENDERS, Walter: Applied Econometric Time Series, 2. Bs., New York, John Wiley&Sons, 2004.
  • FRANSES, Philip Hans: Time Series Models for Business and Economic Forecasting, Cambridge, Cambridge University Press 1998.
  • FRANSES, Philip,H., 'LFN 9$1 'ø-. Non-Linear Time Series Models in Empirical Finance, Cambridge University Press, 2002.
  • 3(1$ 'DQLHO *HRUJH 7ø$2 5XH\ 76$< A Course in Time Series Analysis, New York, Wiley, 2001.
  • REBER, John C., Jeff T. TERPSTRA, Xianzhe CHEN: “Weighted L1-estimates for a VAR(p) Time Series Model”, Journal of Nonparametric Statistics, 20, 5, 2008, s.395–411.
  • RICARDO, A., R. MARONNA, M.DOUGLAS, Y. J. VICTOR: Robust Statistics, New York, John Wiley & Sons, 2006.
  • ROUSSEEUW, P.J., A. M. LEROY: Robust Regression and Outlier Detection, New York, Wiley, 1987.
  • WILLIAM, Wei: Time Series Analysis: Univariate and Multivariate Methods, 2.Bs, USA, Pearson Addison Wesley, 2006.
There are 14 citations in total.

Details

Primary Language Turkish
Journal Section Makaleler
Authors

Özlem Yorulmaz

Karun Nemlioğlu

Publication Date April 18, 2015
Submission Date April 18, 2015
Published in Issue Year 2010 Volume: 29 Issue: 2

Cite

APA Yorulmaz, Ö., & Nemlioğlu, K. (2015). VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi, 29(2), 539-553.
AMA Yorulmaz Ö, Nemlioğlu K. VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. March 2015;29(2):539-553.
Chicago Yorulmaz, Özlem, and Karun Nemlioğlu. “VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME”. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi 29, no. 2 (March 2015): 539-53.
EndNote Yorulmaz Ö, Nemlioğlu K (March 1, 2015) VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 29 2 539–553.
IEEE Ö. Yorulmaz and K. Nemlioğlu, “VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME”, Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, vol. 29, no. 2, pp. 539–553, 2015.
ISNAD Yorulmaz, Özlem - Nemlioğlu, Karun. “VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 29/2 (March 2015), 539-553.
JAMA Yorulmaz Ö, Nemlioğlu K. VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2015;29:539–553.
MLA Yorulmaz, Özlem and Karun Nemlioğlu. “VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME”. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi, vol. 29, no. 2, 2015, pp. 539-53.
Vancouver Yorulmaz Ö, Nemlioğlu K. VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2015;29(2):539-53.