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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1992 - Reprinted
Persistent link: https://www.econbiz.de/10000865533
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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1994 - Reprint.
Persistent link: https://www.econbiz.de/10000550610
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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005
Persistent link: https://www.econbiz.de/10003352588
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Long memory in stochastic volatility
Harvey, Andrew C. - In: Forecasting volatility in the financial markets, (pp. 351-363). 2007
Persistent link: https://www.econbiz.de/10003873010
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Analysis and generalisation of a multivariate exponential smoothing model
Harvey, Andrew C. - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 374-380
Persistent link: https://www.econbiz.de/10003573233
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Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009766496
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Test for cycles
Harvey, Andrew C. - In: State space and unobserved component models : theory …, (pp. 102-119). 2004
Persistent link: https://www.econbiz.de/10009719928
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[Besprechung von:] Analysis of economic time series. A synthesis. New York 1979
Harvey, Andrew C. - In: The economic journal : the journal of the Royal … 90 (1980), pp. 681-682
Persistent link: https://www.econbiz.de/10002833721
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The estimation of time-varying parameters from panel data
Harvey, Andrew C. - In: Annales de l'INSEE 30/31 (1978), pp. 203-226
Persistent link: https://www.econbiz.de/10002833795
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Time series models
Harvey, Andrew C. - 1993 - 2. ed.
Persistent link: https://www.econbiz.de/10013530402