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~person:"Delle Monache, Davide"
~person:"Harvey, Andrew C."
~subject:"Zustandsraummodell"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Time series analysis
45
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Delle Monache, Davide
Harvey, Andrew C.
Koopman, Siem Jan
17
Tiwari, Aviral Kumar
17
Aguiar-Conraria, Luís
9
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9
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8
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7
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2
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ECONIS (ZBW)
10
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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
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
3
Tracking the mutant : forecasting and nowcasting COVID-19 in the UK in 2021
Harvey, Andrew C.
;
Kattuman, Paul A.
;
Thamotheram, Craig
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 110-126
Persistent link: https://www.econbiz.de/10012593683
Saved in:
4
Efficient matrix approach for classical inference in state space models
Delle Monache, Davide
;
Petrella, Ivan
- In:
Economics letters
181
(
2019
),
pp. 22-27
Persistent link: https://www.econbiz.de/10012121833
Saved in:
5
The local quadratic trend model
Harvey, Andrew C.
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
Saved in:
6
Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.
;
Delle Monache, Davide
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
Saved in:
7
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
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
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:
10
Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
Saved in:
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