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subject:"Time series analysis"
~person:"Harvey, Andrew C."
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
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Time series analysis
Statistical distribution
Stochastischer Prozess
Theorie
67
Theory
67
Zeitreihenanalyse
55
Estimation theory
14
Schätztheorie
14
State space model
13
Zustandsraummodell
13
Volatility
10
Volatilität
10
Stochastic process
9
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8
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Harvey, Andrew C.
Phillips, Peter C. B.
160
Franses, Philip Hans
137
Koopman, Siem Jan
136
Gil-Alaña, Luis A.
106
Härdle, Wolfgang
96
Caporale, Guglielmo Maria
87
McAleer, Michael
77
Lütkepohl, Helmut
76
Pesaran, M. Hashem
74
Dijk, Herman K. van
73
Koop, Gary
72
Lucas, André
67
Swanson, Norman R.
66
Teräsvirta, Timo
61
Sibbertsen, Philipp
56
Lux, Thomas
55
Maravall Herrero, Agustín
55
Granger, C. W. J.
54
Taylor, Robert
52
Hallin, Marc
51
Ravazzolo, Francesco
51
Bauwens, Luc
50
Kunst, Robert M.
50
Engle, Robert F.
49
Hyndman, Rob J.
49
Marcellino, Massimiliano
49
Timmermann, Allan
49
Hassler, Uwe
48
Gao, Jiti
47
Ghysels, Eric
47
Linton, Oliver
46
Robinson, Peter M.
45
Proietti, Tommaso
44
Saikkonen, Pentti
44
Hendry, David F.
43
Perron, Pierre
42
Sethi, Suresh
42
Yu, Jun
42
Diebold, Francis X.
41
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University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Econometrisch Instituut <Rotterdam>
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Cambridge working papers in economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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4
Suntory and Toyota International Centres for Economics and Related Disciplines
4
An Elgar reference collection
3
The international library of critical writings in econometrics
3
Advanced texts in econometrics
2
Journal of applied econometrics
2
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2
The economic journal : the journal of the Royal Economic Society
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
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
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ECONIS (ZBW)
59
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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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