Year 2010,
Volume: 29 Issue: 2, 539 - 553, 18.04.2015
Keywords
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 7UNL\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.
Year 2010,
Volume: 29 Issue: 2, 539 - 553, 18.04.2015
Keywords
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 7UNL\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 | |
| Publication Date | April 18, 2015 |
| Submission Date | April 18, 2015 |
| Published in Issue | Year 2010 Volume: 29 Issue: 2 |
Cite
Marmara University Journal of Economic and Administrative Sciences is licensed under Attribution-NonCommercial 4.0 International
