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Tsay, Ruey S.
24
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Journal of the American Statistical Association : JASA
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OLC EcoSci
ECONIS (ZBW)
62
RePEc
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Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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1
Theory and Methods - Outlier Detection In Multivariate Time Series Projection Pursuit
Galeano, Pedro
;
Peña, Daniel
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
474
,
pp. 654-669
Persistent link: https://www.econbiz.de/10007268840
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2
Forecasting with leading indicators revisited
Tsay, Ruey S.
;
Wu, Chung-Shu
- In:
Journal of forecasting
22
(
2003
)
8
,
pp. 603
Persistent link: https://www.econbiz.de/10006884738
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3
General - Time Series and Forecasting: Brief History and Future Research
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
450
,
pp. 638-642
Persistent link: https://www.econbiz.de/10006623998
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4
Theory and Methods - Testing and Modeling Multivariate Threshold Models
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
443
,
pp. 1188-1202
Persistent link: https://www.econbiz.de/10006628298
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5
A Unified Approach to Identifying Multivariate Time Series Models
Li, Hong
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
442
,
pp. 770-782
Persistent link: https://www.econbiz.de/10006628847
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6
Forecasting the U.S. Unemployment Rate
Montgomery, Alan L.
;
Zarnowitz, Victor
;
Tsay, Ruey S.
; …
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
442
,
pp. 478-493
Persistent link: https://www.econbiz.de/10006628880
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7
Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
423
,
pp. 968-978
Persistent link: https://www.econbiz.de/10006638809
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8
Nonlinear Additive ARX Models
Chen, Rong
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
423
,
pp. 955-967
Persistent link: https://www.econbiz.de/10006638810
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9
Functional-Coefficient Autoregressive Models
Chen, Rong
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
421
,
pp. 298-308
Persistent link: https://www.econbiz.de/10006638891
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10
Long-Range Dependence in Daily Stock Volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10008217904
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