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Statistical surveillance of cyclical processes with application to turns in business cycles
16 references·4 citing·43 second hop
Statistical surveillance of cyclical processes with application to turns in business cycles (2005)Statistical surveillance of cyclical proc…Statistical Surveillance. Optimality and Methods (2003)Statistical Surveillance. Opt…7. Regime Switching with Time-Varying Transition Probabilities (1999)7. Regime Switching with Time…Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…Monitoring Structural Change (1996)Monitoring Structural ChangeSequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…Regime switching with time-varying transition probabilities (1994)Regime switching with time-va…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Statistical Process Control (1991)Statistical Process ControlLeading Economic Indicators (1991)Leading Economic IndicatorsScoring the Leading Indicators (1989)Scoring the Leading IndicatorsA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…A Comparison of Some Control Chart Procedures (1966)A Comparison of Some Control …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…Methods and evaluations for surveillance in industry, business, finance, and public health (2011)Methods and evaluations for s…Monitoring a fraction with easy and reliable settings of the false alarm rate (2009)Monitoring a fraction with ea…Statistical Process Control in Asset Management (2008)Statistical Process Control i…Properties and Use of the Shewhart Method and Its Followers (2007)Properties and Use of the She…Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)A Note on Multivariate CUSUM Procedures (1987)Statistical process control procedures for correlated observations (1991)Control Chart Tests Based on Geometric Moving Averages (2000)Measurement Without Theory (1947)A New Vector Partition of the Probability Score (1973)Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Currency and Banking Crises (1999)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Selection of estimation window in the presence of breaks (2006)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Structural breaks in time series (2012)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Measuring Business Cycles (1947)Chapter 10 Forecasting with Many Predictors (2006)Dynamic Factor Models (2012)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Information bounds and quick detection of parameter changes in stochastic systems (1998)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Efficient scalable schemes for monitoring a large number of data streams (2010)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Regime Changes and Financial Markets (2012)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 1966A Comparison of Some Control Chart Procedures542 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
  • 19997. Regime Switching with Time-Varying Transition Probabilities450 cited
  • 1996Monitoring Structural Change386 cited
  • 1989Scoring the Leading Indicators351 cited
  • 1994Regime switching with time-varying transition probabilities291 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle222 cited
  • 1991Leading Economic Indicators217 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 1991Statistical Process Control184 cited

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2003
Statistical Surveillance. Optimality and Methods
156 cited

Cited by

  • 2007Properties and Use of the Shewhart Method and Its Followers23 cited
  • 2009Monitoring a fraction with easy and reliable settings of the false alarm rate16 cited
  • 2011Methods and evaluations for surveillance in industry, business, finance, and public health12 cited
  • 2008Statistical Process Control in Asset Management9 cited