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~subject:"Kalman filter"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"United States"
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Search: "Harvey, Andrew"
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Kalman filter
Prognoseverfahren
Schätztheorie
Schätzung
United States
Zeitreihenanalyse
105
Time series analysis
101
Theorie
71
Theory
71
Estimation theory
41
State space model
24
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24
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18
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18
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English
69
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4
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Harvey, Andrew C.
67
Koopman, Siem Jan
8
Harvey, Andrew
5
Caivano, Michele
4
Carvalho, Vasco M.
4
Shephard, Neil G.
4
Busetti, Fabio
3
Kattuman, Paul A.
3
Thiele, Stephen
3
Harvey, Andrew C
2
Ito, Ryoko
2
Luati, Alessandra
2
Oryshchenko, Vitaliy
2
Palumbo, Dario
2
Penzer, Jeremy
2
Riani, Marco
2
Scott, Andrew
2
Stock, James H.
2
Streibel, Mariane
2
Andrès, Philippe
1
Bernstein, Jared
1
Carvalho, Vasco M
1
Fernández Macho, Francisco Javier
1
Ghysels, Eric
1
Hurn, Stan
1
Jäger, Albert
1
Liao, Yin
1
Penzer, J
1
Proietti, Tommaso
1
Pérez, Ana
1
Renault, Eric
1
Rossi, Giuliano De
1
Ruiz, Esther
1
Sucarrat, Genaro
1
Thamotheram, Craig
1
Trimbur, Thomas
1
Trimbur, Thomas M.
1
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
C.E.P.R. Discussion Papers
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Faculty of Economics, University of Cambridge
1
University of Cambridge / Department of Applied Economics
1
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13
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4
Journal of econometrics
4
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Suntory Toyota International Centre for Economics and Related Disciplines
3
Covid economics : vetted and real-time papers
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
STICERD - Econometrics Paper Series
2
The economic journal : the journal of the Royal Economic Society
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
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1
Bank of Italy Economic Research Paper
1
Bank of Italy Temi di Discussione (Working Paper)
1
CEPR Discussion Papers
1
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1
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1
Discussion papers / National Institute of Economic and Social Research
1
Documentos de trabajo / Banco Central de Chile
1
Econometric theory
1
Economics discussion papers
1
Growth and cycle in the Euro-zone
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Research memorandum series / Tinbergen Instituut
1
SERIEs : Journal of the Spanish Economic Association
1
Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
70
RePEc
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
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:
5
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:
6
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:
7
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:
8
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
10
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
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