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81
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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82
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
Saved in:
83
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
Saved in:
84
Editor's Introduction to Panel Discussion of High-Frequency Data
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 139
Persistent link: https://www.econbiz.de/10008217916
Saved in:
85
True or Spurious Long Memory? A New Test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10008221205
Saved in:
86
An Unobserved-Component Model With Switching Permanent and Transitory Innovations
Kuan, Chung-Ming
;
Huang, Yu-Lieh
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 443-454
Persistent link: https://www.econbiz.de/10008223080
Saved in:
87
Comments - Testing for Common Features
Ericsson, Neil R.
;
Granger, Clive W.J.
;
Hansen, Bruce E.
; …
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 380-392
Persistent link: https://www.econbiz.de/10008224904
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88
Testing for Noninvertible Models With Applications
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 225-234
Persistent link: https://www.econbiz.de/10008224920
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89
Comments - Calculating Interval Forecasts
Ansley, Craig F.
;
Ord, Keith
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 136-142
Persistent link: https://www.econbiz.de/10008224930
Saved in:
90
Nonlinearity in high-frequency financial data and hierarchical models
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009949755
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