Introducción a Series de Tiempo Univariadas - Centro Microdatos
Introducción a Series de Tiempo Univariadas - Centro Microdatos
Introducción a Series de Tiempo Univariadas - Centro Microdatos
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Introducción a <strong>Series</strong> <strong>de</strong> <strong>Tiempo</strong> <strong>Univariadas</strong>December 31, 2010REFERENCIASAkaike, H. 1973. Information theory and an extension of the maximum likelihood principle. InSecond International Symposium on Information Theory, B. N. Petrov and F. Csaki (eds.), 267-281.Budapest: Akailseoniai-Kiudo.Balke, N. S. 1993. Detecting level shifts in time series. Journal of Business and Economic Statistics,11, 81-92.Bollerslev, T. 1986. Generalized autoregressive conditional heteroskedasticity. Journal ofEconometrics, 31, 307-327.Bollerslev, T., R. Y. Chou, and K. F. Kroner. 1992. ARCH mo<strong>de</strong>ling in finance. Journal ofEconometrics, 52, 5-59.Bollerslev, T., R. F. Engle, and D. B. Nelson. 1994. ARCH mo<strong>de</strong>ls. In Handbook ofEconometrics,Volume IV, R. F. Engle & D. L. McFad<strong>de</strong>n (Eds.) New York: Elsevier.Bowerman, B. L. and R. T. O'Connell. 1993. Forecasting and Time <strong>Series</strong>: An AppliedApproach, 3r<strong>de</strong>d. Pacific Grove, CA: Duxbury.Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. 1994. Time <strong>Series</strong> Analysis: Forecastingand Control,3rd ed. Upper Saddle River, NJ: Prentice-Hall.Breusch, T. S. 1978. Testing for autocorrelation in dynamic linear mo<strong>de</strong>ls. Australian EconomicPapers, 17, 334-355.Brockwell, P. J. and R. A. Davis. 2002. Introduction to Time <strong>Series</strong> and Forecasting, 2nd ed. NewYork: Springer-Verlag.Chatfield, C. 2004. The Analysis of Time <strong>Series</strong>, 6th ed. Boca Raton, FL: Chapman & Hall/CRC.Cobb, G. W. 1978. The problem of the Nile: Conditional solution to a changepoint problem.Biometrika, 65, 243-251.Dickey, D. A. and W. A. Fuller. 1979. Distribution of the estimators for autoregressive time serieswith a unit root. Journal of the American Statistical Association, 74, 427-431.Durbin, J. 1970. Testing for serial correlation in least-squares regression when some of theregressors are lagged <strong>de</strong>pen<strong>de</strong>nt variables. Econometrica, 38, 410-421.Durbin, J. and G. S. Watson. 1950. Testing for serial correlation in least squares regression I.Biometrika, 37, 409-428.Durbin, J. and G. S. Watson. 1951. Testing for serial correlation in least squares regression II.Biometrika, 38, 159-178.101
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