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Harvey, Andrew C.
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Journal of econometrics
Econometric Institute Report
689
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Quantiles, expectiles and splines
Rossi, Giuliano De
;
Harvey, Andrew C.
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
Saved in:
2
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
Saved in:
3
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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
Modeling time series when some observations are zero
Harvey, Andrew C.
;
Ito, Ryoko
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
Saved in:
6
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Saved in:
7
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:
8
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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