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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
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Time series analysis
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Gupta, Rangan
Harvey, Andrew C.
Pollitt, Michael G.
126
Miller, Stephen M.
106
Miceli, Thomas J.
96
Pesaran, M. Hashem
90
Jamasb, Tooraj
64
Newbery, David M. G.
63
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53
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45
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41
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38
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38
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36
Reiner, David M.
30
Rauh, Christopher
28
Ritz, Robert A.
28
Iyer, Sriya
26
Littlechild, Stephen C.
25
Corsetti, Giancarlo
24
Satchell, Stephen
24
Hallwood, Paul
23
Langlois, Richard N.
23
Goyal, Sanjeev
22
Holly, Sean
20
Raissi, Mehdi
20
Canarella, Giorgio
18
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18
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18
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17
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16
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16
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14
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14
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268
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108
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The North American journal of economics and finance : a journal of financial economics studies
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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14
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ECONIS (ZBW)
74
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1
Estimating U.S. housing price network connectedness : evidence from dynamic elastic net, lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
2
Hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
-
2020
Persistent link: https://www.econbiz.de/10012391038
Saved in:
3
125 years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen M.
-
2020
Persistent link: https://www.econbiz.de/10012391098
Saved in:
4
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:
5
Regime switching models for directional and linear observations
Harvey, Andrew C.
;
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013257296
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
7
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
9
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
10
Growth volatility and inequality in the U.S. : a wavelet analysis
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
; …
-
2018
Persistent link: https://www.econbiz.de/10011881494
Saved in:
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