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~subject:"Bayes-Statistik"
~subject:"Schätzung"
~subject:"Statistical test"
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Search: "Harvey, Andrew"
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Bayes-Statistik
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105
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71
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71
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41
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English
26
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Harvey, Andrew C.
25
Busetti, Fabio
6
Dijk, Herman K. van
5
Trimbur, Thomas M.
4
Thiele, Stephen
3
Koopman, Siem Jan
2
Palumbo, Dario
2
Trimbur, Thomas
2
Andrès, Philippe
1
Carvalho, Vasco M.
1
Ghysels, Eric
1
Harvey, Andrew
1
Ito, Ryoko
1
Renault, Eric
1
Riani, Marco
1
Rossi, Giuliano De
1
Shephard, Neil G.
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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7
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3
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2
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1
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1
Econometric theory
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1
Growth and cycle in the Euro-zone
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
State space and unobserved component models : theory and applications
1
Temi di discussione del Servizio Studi / Banca d'Italia
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ECONIS (ZBW)
26
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1
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:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
3
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
-
2017
Persistent link: https://www.econbiz.de/10012423749
Saved in:
4
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
6
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:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
8
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:
9
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
10
Time-Varying Quantiles
Rossi, Giuliano De
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003360337
Saved in:
1
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