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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~subject:"Prognoseverfahren"
~subject:"Wechselkurs"
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Time series analysis
Prognoseverfahren
Wechselkurs
Theorie
67
Theory
67
Zeitreihenanalyse
55
Estimation theory
14
Schätztheorie
14
State space model
13
Zustandsraummodell
13
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
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8
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8
Estimation
7
Schätzung
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25
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Harvey, Andrew C.
Franses, Philip Hans
183
Diebold, Francis X.
153
Phillips, Peter C. B.
132
Koopman, Siem Jan
130
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
102
Härdle, Wolfgang
101
Timmermann, Allan
101
Pesaran, M. Hashem
93
Marcellino, Massimiliano
89
Clark, Todd E.
86
Swanson, Norman R.
85
Granger, C. W. J.
81
Lütkepohl, Helmut
81
Clements, Michael P.
80
Koop, Gary
79
Hendry, David F.
71
Dijk, Herman K. van
70
Teräsvirta, Timo
68
Gupta, Rangan
66
Kilian, Lutz
66
McAleer, Michael
66
Bollerslev, Tim
64
Hyndman, Rob J.
63
Ravazzolo, Francesco
61
Ghysels, Eric
57
Schorfheide, Frank
57
Taylor, Mark P.
57
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
De Grauwe, Paul
53
MacDonald, Ronald
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Lucas, André
52
Herwartz, Helmut
51
Corsetti, Giancarlo
50
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University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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Cambridge working papers in economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of econometrics
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
3
Advanced texts in econometrics
2
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
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1
Advances in econometrics
1
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1
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1
Discussion papers / National Institute of Economic and Social Research
1
Documentos de trabajo / Banco Central de Chile
1
Econometric Institute research papers
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
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
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
57
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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
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
9
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:
10
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
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