Chapter 4 - Bayesian Variable Selection for Nowcasting Economic Time Series / Steven L. Scott and Hal R. Varian

Economic Analysis of the Digital Economy ◽

10.7208/chicago/9780226206981.003.0004 ◽

2015 ◽

pp. 119-136 ◽

Author(s):

Steven L. Scott ◽

Hal R. Varian

Keyword(s):

Time Series ◽

Variable Selection ◽

Bayesian Variable Selection ◽

Economic Time Series ◽

Economic Time ◽

Download Full-text

Bayesian Variable Selection for Nowcasting Economic Time Series

10.3386/w19567 ◽

2013 ◽

Author(s):

Steven Scott ◽

Hal Varian

Keyword(s):

Time Series ◽

Variable Selection ◽

Bayesian Variable Selection ◽

Economic Time Series ◽

Economic Time ◽

Download Full-text

An Application of Electronic Computers to Economic Time-Series Analysis

Financial Analysts Journal ◽

10.2469/faj.v11.n2.35 ◽

1955 ◽

Vol 11 (2) ◽

pp. 35-37

Author(s):

Julius Shiskin

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Economic Time Series ◽

Series Analysis ◽

Economic Time ◽

Electronic Computers

Download Full-text

Non Linear Economic Time Series as a Testbed for Dynamic Macro Models

SSRN Electronic Journal ◽

10.2139/ssrn.3447782 ◽

2019 ◽

Author(s):

Michael Wood

Keyword(s):

Time Series ◽

Economic Time Series ◽

Download Full-text

Peaks, Gaps, and Time Reversibility of Economic Time Series

SSRN Electronic Journal ◽

10.2139/ssrn.3629400 ◽

2020 ◽

Author(s):

Tommaso Proietti

Keyword(s):

Time Series ◽

Economic Time Series ◽

Time Reversibility ◽

Download Full-text

[Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment

Journal of Business and Economic Statistics ◽

10.2307/1391272 ◽

1984 ◽

Vol 2 (4) ◽

pp. 335 ◽

Author(s):

Clive W. J. Granger

Keyword(s):

Time Series ◽

Seasonal Adjustment ◽

Economic Time Series ◽

Download Full-text

Can univariate models forecast turning points in seasonal economic time series?

International Journal of Forecasting ◽

10.1016/s0169-2070(98)00043-0 ◽

1998 ◽

Vol 14 (4) ◽

pp. 433-446 ◽

Author(s):

Antonio Garcı́a-Ferrer ◽

Ricardo A. Queralt

Keyword(s):

Time Series ◽

Turning Points ◽

Economic Time Series ◽

Download Full-text

Prediction of economic time-series by means of the Kalman filter†

International Journal of Systems Science ◽

10.1080/00207727008920215 ◽

1970 ◽

Vol 1 (1) ◽

pp. 25-32 ◽

Author(s):

KESHAV P. VISHWAKARMA

Keyword(s):

Time Series ◽

Kalman Filter ◽

Economic Time Series ◽

Download Full-text

ARIMA approach to the unit root analysis of macro economic time series

Mathematics and Computers in Simulation ◽

10.1016/s0378-4754(97)00024-4 ◽

1997 ◽

Vol 43 (3-6) ◽

pp. 395-403 ◽

Author(s):

Kimio Morimune ◽

Kenji Miyazaki

Keyword(s):

Time Series ◽

Unit Root ◽

Economic Time Series ◽

Economic Time ◽

Download Full-text

Bayesian variable selection for Poisson regression with underreported responses

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2010.04.003 ◽

2010 ◽

Vol 54 (12) ◽

pp. 3289-3299 ◽

Author(s):

Stephanie Powers ◽

Richard Gerlach ◽

James Stamey

Keyword(s):

Variable Selection ◽

Poisson Regression ◽

Bayesian Variable Selection ◽

Download Full-text

Benchmarking of Economic Time Series

Journal of the American Statistical Association ◽

10.1080/01621459.1987.10478541 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1064-1071 ◽

Author(s):

Steven C. Hillmer ◽

Abdelwahed Trabelsi

Keyword(s):

Time Series ◽

Economic Time Series ◽

Download Full-text