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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
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The econometric analysis of time series
Harvey, Andrew C. - 1988 - Reprint
Persistent link: https://www.econbiz.de/10000768424
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The econometric analysis of time series
Harvey, Andrew C. - 1986 - Reprinted
Persistent link: https://www.econbiz.de/10000764770
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The econometric analysis of time series
Harvey, Andrew C. - 1990 - 2. ed.
Persistent link: https://www.econbiz.de/10010224147
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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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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