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~subject:"Stochastic process"
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Stochastic process
Time series analysis
96
Zeitreihenanalyse
96
Theorie
68
Theory
68
Estimation theory
38
Schätztheorie
38
State space model
21
Zustandsraummodell
21
forecasting
19
Volatility
17
Statistical distribution
16
Statistische Verteilung
16
inventory
16
Stochastischer Prozess
14
USA
14
United States
14
Volatilität
14
ARCH model
12
ARCH-Modell
12
Bayesian inference
12
Estimation
11
GARCH
11
Schätzung
11
seasonality
11
semidefinite programming
11
Cointegration
10
Forecasting model
10
Markov chain Monte Carlo
10
Prognoseverfahren
10
Saisonale Schwankungen
10
Seasonal variations
10
Statistical test
10
Statistischer Test
10
cointegration
10
inventory control
10
multivariate GARCH
10
simulation
10
Business cycle
9
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9
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3
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8
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4
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Arbeitspapier
5
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5
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4
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4
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3
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English
12
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Harvey, Andrew C.
12
Nyblom, Jukka
3
Busetti, Fabio
2
Ghysels, Eric
1
Renault, Eric
1
Shephard, Neil G.
1
Streibel, Mariane
1
Thiele, Stephen
1
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Cambridge working papers in economics
3
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2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
CORE discussion paper : DP
1
DAE working paper
1
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
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ECONIS (ZBW)
12
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1
The econometrics of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
2
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
Saved in:
3
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
4
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
5
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
6
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
7
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
8
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
;
Streibel, Mariane
-
1996
Persistent link: https://www.econbiz.de/10000934056
Saved in:
9
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
10
Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio
;
Harvey, Andrew C.
-
1998
Persistent link: https://www.econbiz.de/10000997040
Saved in:
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