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Time series models with an EGB2 conditional distribution

Caivano, Michele; Harvey, Andrew C. - 2014

Persistent link: https://www.econbiz.de/10010414267

Comment on "Kernel density estimation for time series data"

Pérez, Ana - In: International journal of forecasting 28 (2012) 1, pp. 15-19

Persistent link: https://www.econbiz.de/10009580817

Kernel density estimation for time series data

Harvey, Andrew C.; Oryshchenko, Vitaliy - In: International journal of forecasting 28 (2012) 1, pp. 3-14

Persistent link: https://www.econbiz.de/10009580818

State space and unobserved component models : theory and applications

Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor); … - 2004 - 1. publ.

Persistent link: https://www.econbiz.de/10009681752

Growth, cycles and convergence in US regional time series

Carvalho, Vasco M.; Harvey, Andrew C. - In: International journal of forecasting 21 (2005) 4, pp. 667-686

Persistent link: https://www.econbiz.de/10003150689

Inflation convergence and divergence within the European Monetary Union

Busetti, Fabio; Forni, Lorenzo; Harvey, Andrew C.; … - 2006

We study the convergence properties of inflation rates among the countries of the European Monetary Union over the period 1980-2004. Given the Maastricht agreements and the adoption of the single currency, the sample can be naturally split into two parts, before and after the birth of the euro....

Persistent link: https://www.econbiz.de/10003250374