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source:"econis"
~person:"Harvey, Andrew C."
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Schätzung
Stochastischer Prozess
Time series analysis
96
Zeitreihenanalyse
96
Theorie
55
Theory
55
Estimation theory
29
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29
State space model
17
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17
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10
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10
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Harvey, Andrew C.
Gil-Alaña, Luis A.
189
Caporale, Guglielmo Maria
159
Koopman, Siem Jan
75
Gupta, Rangan
53
Gao, Jiti
51
Phillips, Peter C. B.
43
Pesaran, M. Hashem
41
McAleer, Michael
40
Chan, Joshua
31
Marcellino, Massimiliano
29
Härdle, Wolfgang
28
Koop, Gary
28
Lucas, André
28
Kapetanios, George
27
Chang, Tsangyao
25
Franses, Philip Hans
25
Lütkepohl, Helmut
24
Sibbertsen, Philipp
24
Taylor, Robert
24
Tiwari, Aviral Kumar
24
Blasques, Francisco
21
Bos, Charles S.
21
Gil-Alana, Luis A.
21
Swanson, Norman R.
21
Moosa, Imad A.
20
Watson, Mark W.
20
Bollerslev, Tim
19
Kunst, Robert M.
19
Nielsen, Morten Ørregaard
19
Tauchen, George Eugene
19
Kilian, Lutz
18
Todorov, Viktor
18
Breitung, Jörg
17
Caporin, Massimiliano
17
Österholm, Pär
17
Chang, Chia-Lin
16
Miller, Stephen M.
16
Diebold, Francis X.
15
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15
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Cambridge working papers in economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
DAE working paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric theory
1
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1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
2
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
3
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:
4
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:
5
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
6
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
7
Time-Varying Quantiles
Rossi, Giuliano De
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003360337
Saved in:
8
A note on common cycles, common trends and convergence
Carvalho, Vasco M.
;
Harvey, Andrew C.
;
Trimbur, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10003410120
Saved in:
9
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
10
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
1
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