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subject:"Innovation"
~person:"Harvey, Andrew C."
~subject:"Experiment"
~subject:"State space model"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Innovation
Experiment
State space model
Statistische Verteilung
Zeitreihenanalyse
Theorie
67
Theory
67
Time series analysis
55
Estimation theory
14
Schätztheorie
14
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Harvey, Andrew C.
Güth, Werner
225
Koopman, Siem Jan
140
Franses, Philip Hans
136
Phillips, Peter C. B.
134
Sutter, Matthias
114
Gil-Alaña, Luis A.
107
Härdle, Wolfgang
95
Caporale, Guglielmo Maria
87
Normann, Hans-Theo
76
Fehr, Ernst
74
Lütkepohl, Helmut
74
Smith, Vernon L.
73
Koop, Gary
72
Müller, Wieland
72
Aghion, Philippe
71
Dijk, Herman K. van
71
Huck, Steffen
70
Lucas, André
69
Pesaran, M. Hashem
69
Charness, Gary
64
Swanson, Norman R.
64
Teräsvirta, Timo
62
Tyran, Jean-Robert
62
McAleer, Michael
60
List, John A.
58
Sibbertsen, Philipp
58
Schotter, Andrew
57
Hyndman, Rob J.
56
Maravall Herrero, Agustín
55
Noussair, Charles
55
Gächter, Simon
54
Hey, John Denis
54
Keser, Claudia
53
Kunst, Robert M.
52
Lux, Thomas
52
Holt, Charles A.
51
Plott, Charles
51
Cason, Timothy N.
50
Granger, C. W. J.
50
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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10
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On modelling the long run in applied economics
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
59
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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
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:
3
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:
4
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
6
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
8
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
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
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
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