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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~subject:"Ökonometrie"
~type:"article"
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Time series analysis
Ökonometrie
Theorie
32
Theory
32
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23
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7
Schätztheorie
7
State space model
7
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6
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Harvey, Andrew C.
Phillips, Peter C. B.
67
Franses, Philip Hans
58
Gil-Alaña, Luis A.
45
Hendry, David F.
35
Lütkepohl, Helmut
31
Taylor, Robert
31
Perron, Pierre
30
Granger, C. W. J.
29
Koop, Gary
29
Koopman, Siem Jan
26
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25
Leybourne, Stephen James
25
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Newbold, Paul
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Pesaran, M. Hashem
21
Hong, Yongmiao
20
Hyndman, Rob J.
20
Engle, Robert F.
19
Stock, James H.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Clements, Michael P.
17
Geweke, John
17
Proietti, Tommaso
17
Barnett, William A.
16
Haldrup, Niels
16
Härdle, Wolfgang
16
Peña, Daniel
16
Robinson, Peter M.
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
Johansen, Søren
15
Makridakis, Spyros G.
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
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1
Journal of economic dynamics & control
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
State space and unobserved component models : theory and applications
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The econometrics journal
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ECONIS (ZBW)
23
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1
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:
2
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
3
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
Saved in:
4
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
5
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
6
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
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 in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
9
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:
10
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Saved in:
1
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