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[Rezension von: Harvey, Andrew C., Forecasting, structural time series models and the Kalman filter]
Tewes, Torsten - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 128 (1992) 2, pp. 377-379
Persistent link: https://www.econbiz.de/10001345493
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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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
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Convergence and cycles in the euro-zone
Carvalho, Vasco M.; Harvey, Andrew C. - In: Monographs of official statistics : papers and …, (pp. 191-215). 2004
Persistent link: https://www.econbiz.de/10003398180
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Time-Varying Quantiles
Rossi, Giuliano De (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360337
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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
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
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Trends, cycles and convergence
Harvey, Andrew C. - 2002
Persistent link: https://www.econbiz.de/10001700054
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Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
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Multivariate unit root tests and testing for convergence
Harvey, Andrew C. (contributor); Bates, David (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726431