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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~person:"Teräsvirta, Timo"
~subject:"Econometrics"
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Time series analysis
Econometrics
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Harvey, Andrew C.
Teräsvirta, Timo
Phillips, Peter C. B.
147
Franses, Philip Hans
141
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
87
Pesaran, M. Hashem
80
Härdle, Wolfgang
78
Koop, Gary
76
Lütkepohl, Helmut
74
McAleer, Michael
69
Hendry, David F.
68
Dijk, Herman K. van
62
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58
Maravall Herrero, Agustín
56
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56
Swanson, Norman R.
55
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53
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52
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51
Bauwens, Luc
49
Lucas, André
48
Ghysels, Eric
47
Hassler, Uwe
47
Marcellino, Massimiliano
47
Stock, James H.
47
Timmermann, Allan
47
Hallin, Marc
46
Taylor, Robert
45
Proietti, Tommaso
43
Watson, Mark W.
43
Mills, Terence C.
42
Robinson, Peter M.
42
Gao, Jiti
41
Perron, Pierre
41
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39
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39
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37
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ECONIS (ZBW)
117
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
3
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
4
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
5
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
8
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
9
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
10
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
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