Narrow search
Showing 1 - 5 of 5
Cover Image
Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
Cover Image
Testing against smooth stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Journal of applied econometrics 16 (2001) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Cover Image
Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
Cover Image
Detrending, stylized facts and the business cycle
Harvey, Andrew C. - In: Journal of applied econometrics 8 (1993) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10001147495
Cover Image
Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio; Harvey, Andrew C. - 1998
Persistent link: https://www.econbiz.de/10000997040