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.
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
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.
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.
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.