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~subject:"State space model"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
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Search: "Harvey, Andrew"
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State space model
Time series analysis
Zeitreihenanalyse
73
Theorie
51
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26
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26
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19
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English
77
Author
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Harvey, Andrew C.
76
Koopman, Siem Jan
9
Busetti, Fabio
7
Carvalho, Vasco M.
5
Caivano, Michele
4
Thiele, Stephen
4
Trimbur, Thomas M.
4
Dijk, Herman K. van
3
Kattuman, Paul A.
3
Nyblom, Jukka
3
Stock, James H.
3
Ito, Ryoko
2
Luati, Alessandra
2
Oryshchenko, Vitaliy
2
Penzer, Jeremy
2
Proietti, Tommaso
2
Rossi, Giuliano De
2
Shephard, Neil G.
2
Trimbur, Thomas
2
Andrès, Philippe
1
Bernstein, Jared
1
Chakravarty, Tirthankar
1
Chung, Chia-hui
1
Delle Monache, Davide
1
Fernandes, C.
1
Fernández Macho, Francisco Javier
1
Fernández, F. J.
1
Harvey, Andrew
1
Hurn, Stan
1
Jäger, Albert
1
Palumbo, Dario
1
Pereira, Pedro L. Valls
1
Pérez, Ana
1
Riani, Marco
1
Ruiz, Esther
1
Scott, Andrew
1
Streibel, Mariane
1
Teräsvirta, Timo
1
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University of Cambridge / Department of Applied Economics
4
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Cambridge working papers in economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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4
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3
International journal of forecasting
3
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3
Journal of economic dynamics & control
3
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3
Covid economics : vetted and real-time papers
2
Econometric theory
2
Journal of forecasting
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
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2
The review of economics and statistics
2
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1
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1
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1
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1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Economics letters
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
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
SERIEs : Journal of the Spanish Economic Association
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The econometrics journal
1
The international library of critical writings in econometrics
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ECONIS (ZBW)
77
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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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