Multivariate discount weighted regression and local level models
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- A. C. Harvey, 1986. "Analysis and Generalisation of a Multivariate Exponential Smoothing Model," Management Science, INFORMS, vol. 32(3), pages 374-380, March.
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- Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
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- Tom Doan, "undated". "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics.
- Phillip G. Enns & Joseph A. Machak & W. Allen Spivey & William J. Wrobleski, 1982. "Forecasting Applications of an Adaptive Multiple Exponential Smoothing Model," Management Science, INFORMS, vol. 28(9), pages 1035-1044, September.
- Gilbert, Christopher L, 1997. "Manipulation of Metals Futures: Lessons from Sumitomo," CEPR Discussion Papers 1537, C.E.P.R. Discussion Papers.
- Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non-ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
- Panas, E., 2001. "Long memory and chaotic models of prices on the London Metal Exchange," Resources Policy, Elsevier, vol. 27(4), pages 235-246, December.
- Salvador, Manuel & Gargallo, Pilar, 2004. "Automatic monitoring and intervention in multivariate dynamic linear models," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 401-431, October.
- Agbeyegbe, Terence D, 1992. "Common Stochastic Trends: Evidence from the London Metal Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 44(2), pages 141-151, April.
- Franco, Glaura C & Souza, Reinaldo C, 2002. "A Comparison of Methods for Bootstrapping in the Local Level Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(1), pages 27-38, January.
- Moore, Michael J & Cullen, Ursula, 1995. "Speculative Efficiency on the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, vol. 63(3), pages 235-256, September. Full references (including those not matched with items on IDEAS)
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