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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Journal of econometrics"
~person:"Harvey, Andrew C."
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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Schätzung
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2
Estimation theory
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Exchange rate
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Schätztheorie
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Aufsatz in Zeitschrift
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Harvey, Andrew C.
Phillips, Peter C. B.
18
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Taylor, Robert
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
Park, Joon Y.
5
Timmermann, Allan
5
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5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
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4
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4
Fan, Yanqin
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Hansen, Lars Peter
4
Herwartz, Helmut
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Benoit
4
Perron, Pierre
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Aoki, Masanao
3
Asai, Manabu
3
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Economic time series with random walk and other nonstationary components
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Cambridge working papers in economics
1
Econometric theory
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
3
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
4
Continuous time autoregressive models with common stochastic trends
Harvey, Andrew C.
-
1988
Persistent link: https://www.econbiz.de/10001269088
Saved in:
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