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~isPartOf:"Journal of econometrics"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Harvey, Andrew C."
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
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Harvey, Andrew C.
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Journal of econometrics
Suntory and Toyota International Centres for Economics and Related Disciplines
Cambridge working papers in economics
11
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6
An Elgar reference collection
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ECONIS (ZBW)
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1
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
2
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
3
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
Saved in:
4
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
5
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:
6
Modelling circular time series
Harvey, Andrew C.
;
Hurn, Stan
;
Palumbo, Dario
;
Thiele, …
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
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