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person:"Kapetanios, George"
~isPartOf:"Cambridge working papers in economics"
~person:"Assenmacher-Weschey, Katrin"
~person:"Busetti, Fabio"
~person:"Harvey, Andrew C."
~person:"Holly, Sean"
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Search: subject_exact:"Time series analysis"
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Time series analysis
22
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Kapetanios, George
Assenmacher-Weschey, Katrin
Busetti, Fabio
Harvey, Andrew C.
Holly, Sean
Pesaran, M. Hashem
12
Linton, Oliver
9
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Thiele, Stephen
3
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3
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2
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2
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2
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2
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2
Li, Degui
2
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2
Rossi, Giuliano De
2
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2
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1
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
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Bu, Ruijun
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ECONIS (ZBW)
22
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1
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
2
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
5
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
-
2017
Persistent link: https://www.econbiz.de/10012423749
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
7
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
9
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
10
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
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