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~person:"Gao, Jiti"
~person:"Harvey, Andrew C."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
171
Theory
171
Time series analysis
97
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Panel
35
Panel study
35
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30
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30
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22
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22
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18
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18
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18
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18
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17
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17
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14
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14
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14
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14
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14
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14
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11
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11
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11
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11
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11
Volatilität
11
Method of moments
10
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10
Einheitswurzeltest
9
Unit root test
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Generalized method of moments
8
Markov chain
7
Markov-Kette
7
Saisonale Schwankungen
7
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Free
48
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32
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96
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Gao, Jiti
Harvey, Andrew C.
Franses, Philip Hans
139
Koopman, Siem Jan
130
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
99
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
71
Härdle, Wolfgang
69
Pesaran, M. Hashem
69
Teräsvirta, Timo
66
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Lucas, André
55
Maravall Herrero, Agustín
55
Hassler, Uwe
53
Feng, Yuanhua
50
Granger, C. W. J.
50
Engle, Robert F.
49
Marcellino, Massimiliano
48
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
43
Hendry, David F.
42
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Stock, James H.
40
Timmermann, Allan
40
Mills, Terence C.
39
Robinson, Peter M.
39
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University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Cambridge working papers in economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
School of Economics working papers / The University of Adelaide, School of Economics
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
3
Advanced texts in econometrics
2
Journal of applied econometrics
2
Journal of econometrics
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
The economic journal : the journal of the Royal Economic Society
2
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
Contributions to statistics
1
Covid economics : vetted and real-time papers
1
DAE working paper
1
Discussion paper
1
Discussion papers / National Institute of Economic and Social Research
1
Documentos de trabajo / Banco Central de Chile
1
Econometric Institute research papers
1
Econometric reviews
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
On modelling the long run in applied economics
1
State space and unobserved component models : theory and applications
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of economic studies
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ECONIS (ZBW)
97
Showing
1
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97
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
3
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
4
Tracking the mutant : forecasting and nowcasting COVID-19 in the UK in 2021
Harvey, Andrew C.
;
Kattuman, Paul A.
;
Thamotheram, Craig
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 110-126
Persistent link: https://www.econbiz.de/10012593683
Saved in:
5
A farewell to R : time series models for tracking and forecasting epidemics
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
51
,
pp. 36-73
Persistent link: https://www.econbiz.de/10012311883
Saved in:
6
Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C.
-
1994
-
Reprint.
Persistent link: https://www.econbiz.de/10000550610
Saved in:
7
Time series
Harvey, Andrew C.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000898299
Saved in:
8
Time series ; 1
Harvey, Andrew C.
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000898300
Saved in:
9
Time series ; 2
Harvey, Andrew C.
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000898301
Saved in:
10
Ökonometrische Analyse von Zeitreihen
Harvey, Andrew C.
-
1994
-
2. Aufl.
Persistent link: https://www.econbiz.de/10000878330
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