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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~subject:"Prognoseverfahren"
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Time series analysis
Prognoseverfahren
Theorie
67
Theory
67
Zeitreihenanalyse
55
Estimation theory
14
Schätztheorie
14
State space model
13
Zustandsraummodell
13
Volatility
10
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10
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Harvey, Andrew C.
Franses, Philip Hans
182
Diebold, Francis X.
141
Phillips, Peter C. B.
131
Koopman, Siem Jan
130
Gil-Alaña, Luis A.
106
Timmermann, Allan
101
Härdle, Wolfgang
98
Caporale, Guglielmo Maria
90
Marcellino, Massimiliano
88
Pesaran, M. Hashem
87
Clark, Todd E.
86
Swanson, Norman R.
85
Lütkepohl, Helmut
81
Clements, Michael P.
80
Granger, C. W. J.
80
Koop, Gary
79
Hendry, David F.
70
Teräsvirta, Timo
68
Dijk, Herman K. van
66
McAleer, Michael
66
Kilian, Lutz
64
Hyndman, Rob J.
63
Gupta, Rangan
62
Ravazzolo, Francesco
61
Schorfheide, Frank
57
Ghysels, Eric
56
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Lucas, André
51
Watson, Mark W.
49
Dijk, Dick van
48
Giannone, Domenico
48
Kapetanios, George
47
Bauwens, Luc
46
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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
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3
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3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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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 econometrics
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
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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
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1
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ECONIS (ZBW)
55
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11
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
12
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
13
[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:
14
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:
15
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:
16
Testing for drift in a time series
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
Saved in:
17
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
Saved in:
18
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
Saved in:
19
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
20
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
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