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~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Gao, Jiti"
~person:"Harvey, Andrew C."
~subject:"Zeitreihenanalyse"
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Suntory and Toyota International Centres for Economics and Related Disciplines
Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
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1997
Persistent link: https://www.econbiz.de/10000960677
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Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000934066
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Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio
;
Harvey, Andrew C.
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1998
Persistent link: https://www.econbiz.de/10000997040
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