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~subject:"Schätztheorie"
~subject:"State space model"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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Search: "Harvey, Andrew"
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Schätztheorie
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Harvey, Andrew C.
9
Carvalho, Vasco M.
1
Ghysels, Eric
1
Koopman, Siem Jan
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Proietti, Tommaso
1
Renault, Eric
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Shephard, Neil G.
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Handbook of economic forecasting ; Vol. 1
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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ECONIS (ZBW)
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Convergence and cycles in the euro-zone
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Monographs of official statistics : papers and …
,
(pp. 191-215)
.
2004
Persistent link: https://www.econbiz.de/10003398180
Saved in:
2
Long memory in stochastic volatility
Harvey, Andrew C.
- In:
Forecasting volatility in the financial markets
,
(pp. 351-363)
.
2007
Persistent link: https://www.econbiz.de/10003873010
Saved in:
3
Trends estimation, signal-noise ratios and the frequency of observations
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
Growth and cycle in the Euro-zone
,
(pp. 60-75)
.
2006
Persistent link: https://www.econbiz.de/10003412110
Saved in:
4
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
5
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
6
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
7
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:
8
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
9
Time series
Harvey, Andrew C.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000898299
Saved in:
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