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~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
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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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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
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Streibel, Mariane
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1996
Persistent link: https://www.econbiz.de/10000934056
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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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4
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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