//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Harvey, Andrew C."
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
Zeitreihenanalyse
Theorie
28
Theory
28
Time series analysis
22
Estimation theory
7
Schätztheorie
7
State space model
6
Zustandsraummodell
6
Volatility
5
Volatilität
5
Exchange rate
4
Großbritannien
4
Schätzung
4
United Kingdom
4
Wechselkurs
4
Capital income
3
Kapitaleinkommen
3
Random Walk
3
Random walk
3
ARCH model
2
ARCH-Modell
2
GB2 distribution
2
HAR model
2
Heteroscedasticity
2
Heteroskedastizität
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1950-1990
1
1970-1993
1
1971-1986
1
ARIMA
1
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
24
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
25
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Lehrbuch
6
Textbook
6
Collection of articles of several authors
3
Sammelwerk
3
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
25
Author
All
Harvey, Andrew C.
Phillips, Peter C. B.
65
Franses, Philip Hans
58
Gil-Alaña, Luis A.
57
Gupta, Rangan
42
Caporale, Guglielmo Maria
40
Koop, Gary
30
Serletis, Apostolos
30
Taylor, Robert
30
Perron, Pierre
29
Koopman, Siem Jan
28
Kumbhakar, Subal
28
Leybourne, Stephen James
28
Ghysels, Eric
26
McAleer, Michael
26
Mills, Terence C.
26
Lütkepohl, Helmut
25
Moosa, Imad A.
25
Granger, C. W. J.
24
Pesaran, M. Hashem
24
Timmermann, Allan
24
Hecq, Alain W. J.
23
Herwartz, Helmut
23
Hong, Yongmiao
23
Engle, Robert F.
22
Hendry, David F.
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Wohar, Mark E.
21
Newbold, Paul
20
Peel, David
20
Hassler, Uwe
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Taylor, Mark P.
19
Teräsvirta, Timo
19
Bollerslev, Tim
18
Engsted, Tom
18
Harvey, David I.
18
Härdle, Wolfgang
18
more ...
less ...
Published in...
All
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->