Dergiler / Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi / 2010 / Cilt: 29 - Sayı: 2

VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME

-

Sayfa
539–553
Yayın Tarihi
2015-04-18
DOI
—
🏛️Bu makalenin bibliyografik verileri ve tam metin bağlantısı DergiPark üzerinden sağlanmıştır.
DergiPark Kaydı ↗
🔖

Bu Makaleye Atıf Yap

YORULMAZ, Ö., NEMLİOĞLU, K. (2015). VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, Cilt: 29 - Sayı: 2, 539–553. https://ajindex.com/articles/6649

📄 Tam Metin PDF Okuyucu

📄

PDF görüntüleyici hazırlanıyor...

Kaynakça (11)

  1. AGULLO, Jose, Christophe CROUX, Stefan VAN AELST: “The Multivariate Least-Trimmed Squares Estimator”, Journal of Multivariate Analysis, Vol. 99, 2008, s.311-318.
  2. 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 7UNL\H gUQH÷L ´ Turkish Economic Association, Discussion Paper, 2004-21
  3. CHANG, I, G. TIAO, C.CHEN: “Estimation Of Time Series Parameters In The Presence Of Outliers”, Technometrics, 30, 1988, s. 193–204.
  4. CHEN, C., L. M. LIU: “Forecasting Time Series With Outliers”, Journal Of Forecasting, 12, 1993, s.13–35.
  5. 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.
  6. ENDERS, Walter: Applied Econometric Time Series, 2. Bs., New York, John Wiley&Sons, 2004.
  7. FRANSES, Philip Hans: Time Series Models for Business and Economic Forecasting, Cambridge, Cambridge University Press 1998.
  8. FRANSES, Philip,H., 'LFN 9$1 'ø-. Non-Linear Time Series Models in Empirical Finance, Cambridge University Press, 2002. 3(1$ 'DQLHO *HRUJH 7ø$2 5XH\ 76$ 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.
  9. RICARDO, A., R. MARONNA, M.DOUGLAS, Y. J. VICTOR: Robust Statistics, New York, John Wiley & Sons, 2006.
  10. ROUSSEEUW, P.J., A. M. LEROY: Robust Regression and Outlier Detection, New York, Wiley, 1987.
  11. WILLIAM, Wei: Time Series Analysis: Univariate and Multivariate Methods, 2.Bs, USA, Pearson Addison Wesley, 2006.