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subject:"Capital income"
subject:"Zeitreihenanalyse"
~language:"eng"
~person:"Harvey, Andrew C."
~subject:"Exchange rate"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Exchange rate
Schätzung
Time series analysis
Theorie
28
Theory
28
Estimation theory
7
Schätztheorie
7
State space model
6
Zustandsraummodell
6
Volatility
5
Volatilität
5
Estimation
4
Großbritannien
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Random Walk
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Aufsatz in Zeitschrift
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25
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17
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17
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17
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17
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English
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Harvey, Andrew C.
Phillips, Peter C. B.
65
Franses, Philip Hans
60
Gil-Alaña, Luis A.
59
Gupta, Rangan
43
Caporale, Guglielmo Maria
42
Bahmani-Oskooee, Mohsen
31
Koop, Gary
31
Serletis, Apostolos
31
Taylor, Robert
31
MacDonald, Ronald
30
Leybourne, Stephen James
29
Moosa, Imad A.
29
Taylor, Mark P.
29
Kumbhakar, Subal
28
Perron, Pierre
28
Timmermann, Allan
28
Ghysels, Eric
27
Bollerslev, Tim
26
Koopman, Siem Jan
26
Pesaran, M. Hashem
26
Hendry, David F.
25
Herwartz, Helmut
25
Hong, Yongmiao
25
McAleer, Michael
25
Wohar, Mark E.
25
Mills, Terence C.
24
Peel, David
24
Lütkepohl, Helmut
23
Engle, Robert F.
22
Granger, C. W. J.
22
Hecq, Alain W. J.
22
Chang, Tsangyao
21
Diebold, Francis X.
21
Hsing, Yu
21
Engsted, Tom
20
Harvey, David I.
20
Newbold, Paul
20
Satchell, Stephen
20
Fabozzi, Frank J.
19
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
3
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
Economic time series with random walk and other nonstationary components
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)
25
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
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:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
5
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
6
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
Saved in:
7
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
8
Testing in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
9
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
10
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Saved in:
1
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