Time series, Panel Data

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Time series

Statistical modelling of financial time series: An introduction http://www.nr.no/files/samba/bff/SAMBA0804.pdf
Analysis of Financial Time Series http://lipas.uwasa.fi/~sjp/Teaching/Afts/Lectures/
Adaptive Estimation for Financial Time Series http://edoc.hu-berlin.de/dissertationen/mercurio-danilo-2004-06-11/PDF/Mercurio.pdf
Financial Time Series Forecasting by Neural Network Using Conjugate Gradient Learning Algorithm and Multiple Linear Regression Weight Initialization
Statistical analysis of financial time series under the assumption ... http://www.u-cergy.fr/IMG/2003-23Skander.pdf
Financial Time Series Segmentation based on Specialized Binary ... http://iec.cugb.edu.cn/WorldComp2006/DMI5504.pdf
Statistical modelling of financial time series: An introduction. http://www.nr.no/files/samba/bff/SAMBA0804.pdf

Panel Data

Sources of Panel Data http://www.marketingpower.com/content24862.php
Dividends, Stock Repurchases And Signaling: Evidence From U.S. Panel Data http://stlouisfed.org/banking/SPA/WorkingPapers/SPA_1998_01.pdf
Information Technology And Product Variety: Evidence From Panel Data- http://opim.wharton.upenn.edu/~lhitt/files/itvariety.pdf
Policy Factors and Exchange Rate Volatility: Panel Data versus a Specific Country Analysis ttp://www.eurojournals.com/IRJFE%20ISSUE%207%20benita.pdf
http://weatherhead.case.edu/bafi/Documents/Petersenpaper.pdf
http://www.uq.edu.au/economics/files/tey.ppt
http://faculty-staff.ou.edu/D/Firat.Demir-1/Demir_Macroeconomic_Uncertainty_and_Private_Investment.pdf
http://economicsbulletin.vanderbilt.edu/2007/volume6/EB-07F20005A.pdf

Time Series Smoothing Techniques

Traditional Smoothing Techniques. http://web.uconn.edu/cunningham/econ397/smoothing.pdf
How the X-11 program implements a trend-seasonal decomposition (pdf).
Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles (PDF).
Empirical Mode Decomposition: How can we analyze non-stationary and nonlinear time series? http://keck.ucsf.edu/~schenk/Huang_etal98_review.pdf
The Empirical Mode Decomposition. http://www.uninova.pt/~mdortigueira/publ_files/emd_biopattern.pdf
A Fast Empirical Mode Decomposition Technique for Nonstationary Nonlinear Time Series (PDF).
Exact Smoothing for Stationary and Nonstationary Time Series. http://www.ucm.es/info/ecocuan/mjm/sifmod.pdf
Nonlinear Time Series and Financial Applications. http://www.dwyerecon.com/pdf/lectnlin.pdf
MSDP Models Step 1: Multilevel Fractal Decomposition (PPT).
Basic X-11 Algorithm http://www.census.gov/ts/TSMS/KarenH/X-11BookSummary.pdf
Eurostat Seasonal Adjustment Project.
Björn FISCHER. Decomposition of Time Series Comparing Different Methods in Theory and Practice.
Fast Intrinsic Mode Decomposition of Time Series Data with Sawtooth Transform (PDF).
Issues with the Application of Empirical Mode Decomposition Analysis (PDF).
On Empirical Mode Decomposition And Its Algorithms (PDF).

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ŠNikolai V. Shokhirev, 2007-2009