This paper considers the analysis of cointegrated time series using principal components methods. These methods have the advantage of requiring neither the ...

The Air Pollution Epidemiology Database (APED) 15 was used to identify ecological time series studies of the health effects associated with short-term exposure to a range of particle metrics: nitrate ...

We propose an unobserved-component time series model of gross domestic product that includes Markov switching as an unobserved component. In addition to a trend component, the model has two ...