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~person:"Harvey, Andrew C."
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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
100
Time series analysis
96
Theorie
55
Theory
55
Estimation theory
29
Schätztheorie
29
State space model
17
Zustandsraummodell
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2
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Harvey, Andrew C.
Gil-Alaña, Luis A.
338
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
113
Pesaran, M. Hashem
111
Kapetanios, George
107
Koop, Gary
103
Sibbertsen, Philipp
103
Watson, Mark W.
93
Hyndman, Rob J.
91
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
68
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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University of Cambridge / Department of Applied Economics
4
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Econometrisch Instituut <Rotterdam>
1
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Cambridge working papers in economics
19
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
An Elgar reference collection
3
Econometric Institute research papers
3
International journal of forecasting
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
3
Advanced texts in econometrics
2
Covid economics : vetted and real-time papers
2
Econometric theory
2
Growth and cycle in the Euro-zone
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of forecasting
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Temi di discussione / Banca d'Italia
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
DAE working paper
1
Discussion paper
1
Discussion papers / National Institute of Economic and Social Research
1
Documentos de trabajo / Banco Central de Chile
1
Econometric Society monographs
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Royal Statistical Society
1
LSE handbooks in economics
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ECONIS (ZBW)
96
USB Cologne (EcoSocSci)
4
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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 time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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
A farewell to R : time series models for tracking and forecasting epidemics
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
51
,
pp. 36-73
Persistent link: https://www.econbiz.de/10012311883
Saved in:
6
Time series models based on growth curves with applications to forecasting coronavirus
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
24
,
pp. 126-157
Persistent link: https://www.econbiz.de/10012295030
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
8
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
9
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:
10
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
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