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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

Zeitreihenmodelle

Harvey, Andrew C. - 2018 - 2. Aufl. Reprint 2018

Persistent link: https://www.econbiz.de/10014508495

Convergence and cycles in the euro zone

Carvalho, Vasco M.; Harvey, Andrew C. - 2004

Persistent link: https://www.econbiz.de/10002459904

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

Tracking the mutant : forecasting and nowcasting COVID-19 in the UK in 2021

Harvey, Andrew C.; Kattuman, Paul A.; Thamotheram, Craig - In: National Institute economic review : journal of the … 256 (2021), pp. 110-126

Persistent link: https://www.econbiz.de/10012593683

Modeling time series when some observations are zero

Harvey, Andrew C.; Ito, Ryoko - In: Journal of econometrics 214 (2020) 1, pp. 33-45

Persistent link: https://www.econbiz.de/10012438084

Time-Varying parameters in econometrics : the editor's foreword

Blasques, Francisco; Harvey, Andrew C.; Koopman, Siem Jan; … - In: Journal of econometrics 237 (2023) 2,2, pp. 1-3

Persistent link: https://www.econbiz.de/10014471515

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

Signal extraction for nonstationary time series with diverse sampling rules

Trimbur, Thomas M.; McElroy, Tucker - In: Journal of time series econometrics 9 (2017) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10011671120

General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series

Harvey, Andrew C.; Trimbur, Thomas M. - In: The Review of Economics and Statistics 85 (2003) 2, pp. 244-255

A class of model-based filters for extracting trends and cycles in economic time series is presented. These lowpass and bandpass filters are derived in a mutually consistent manner as the joint solution to a signal extraction problem in an unobserved-components model. The resulting trends and...

Persistent link: https://www.econbiz.de/10005692740