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~subject:"Business cycle"
~subject:"Saisonale Schwankungen"
~subject:"State space model"
~subject:"United Kingdom"
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Saisonale Schwankungen
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Zeitreihenanalyse
105
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101
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71
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71
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41
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46
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Harvey, Andrew C.
44
Koopman, Siem Jan
6
Carvalho, Vasco M.
3
Dijk, Herman K. van
3
Jäger, Albert
3
Proietti, Tommaso
3
Scott, Andrew
3
Caivano, Michele
2
Harvey, Andrew
2
Ito, Ryoko
2
Luati, Alessandra
2
Riani, Marco
2
Trimbur, Thomas M.
2
Chung, Chia-hui
1
Delle Monache, Davide
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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1
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ECONIS (ZBW)
46
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21
Convergence in the trends and cycles of euro-zone income
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10002729133
Saved in:
22
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
23
Convergence and cycles in the euro zone
Carvalho, Vasco M.
;
Harvey, Andrew C.
-
2004
Persistent link: https://www.econbiz.de/10002459904
Saved in:
24
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
25
Computing observation weights for signal extraction and filtering
Koopman, Siem Jan
;
Harvey, Andrew C.
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
Saved in:
26
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:
27
Estimating the underlying change in unemployment in the UK
Harvey, Andrew C.
;
Chung, Chia-hui
- In:
Journal of the Royal Statistical Society
163
(
2000
)
3
,
pp. 303-339
Persistent link: https://www.econbiz.de/10001523673
Saved in:
28
A Beveridge-Nelson smoother
Proietti, Tommaso
;
Harvey, Andrew C.
- In:
Economics letters
67
(
2000
)
2
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001471318
Saved in:
29
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:
30
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
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