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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~subject:"ARCH-Modell"
~subject:"Random Walk"
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Time series analysis
ARCH-Modell
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Theorie
68
Theory
68
Zeitreihenanalyse
56
Estimation theory
15
Schätztheorie
15
State space model
13
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13
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10
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Harvey, Andrew C.
Franses, Philip Hans
140
Phillips, Peter C. B.
125
Koopman, Siem Jan
120
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
90
McAleer, Michael
84
Härdle, Wolfgang
74
Lütkepohl, Helmut
72
Teräsvirta, Timo
72
Koop, Gary
68
Engle, Robert F.
65
Pesaran, M. Hashem
64
Bauwens, Luc
61
Sibbertsen, Philipp
58
Dijk, Herman K. van
56
Herwartz, Helmut
56
Maravall Herrero, Agustín
56
Swanson, Norman R.
55
Granger, C. W. J.
54
Hafner, Christian M.
52
Hyndman, Rob J.
50
Kunst, Robert M.
50
Lucas, André
50
Marcellino, Massimiliano
48
Ghysels, Eric
46
Hallin, Marc
46
Hassler, Uwe
46
Feng, Yuanhua
45
Saikkonen, Pentti
45
Taylor, Robert
44
Proietti, Tommaso
43
Gao, Jiti
41
Perron, Pierre
41
Robinson, Peter M.
41
Hendry, David F.
39
Kapetanios, George
39
Mills, Terence C.
39
Stock, James H.
39
Bollerslev, Tim
38
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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10
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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
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1
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1
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1
LSE handbooks in economics
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
58
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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
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:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
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:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
6
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
8
Ökonometrische Analyse von Zeitreihen
Harvey, Andrew C.
-
2018
-
Aus dem Engl. “ The econometric analysis of time series”. 2. Aufl. Reprint 2018
Persistent link: https://www.econbiz.de/10014508480
Saved in:
9
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
10
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
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