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Testing for serial correlation in simultaneous equation models : Some further results

Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 17 (1981) 1, pp. 99-105

Persistent link: https://www.econbiz.de/10005285671

Estimating integrated higher-order continuous time autoregressions with an application to money-income causality

Harvey, A. C.; Stock, James H. - In: Journal of Econometrics 42 (1989) 3, pp. 319-336

Persistent link: https://www.econbiz.de/10005285785

Testing for heteroscedasticity in simultaneous equation models

Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 15 (1981) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10005285793

A comparison of the power of some tests for heteroskedasticity in the general linear model

Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 2 (1974) 4, pp. 307-316

Persistent link: https://www.econbiz.de/10005238979

Trends and cycles in economic time series: A Bayesian approach

Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. Van - In: Journal of Econometrics 140 (2007) 2, pp. 618-649

Persistent link: https://www.econbiz.de/10005285393

Testing for functional misspecification in regression analysis

Harvey, Andrew C.; Collier, Patrick - In: Journal of Econometrics 6 (1977) 1, pp. 103-119

Persistent link: https://www.econbiz.de/10005192599

Quantiles, expectiles and splines

De Rossi, Giuliano; Harvey, Andrew - In: Journal of Econometrics 152 (2009) 2, pp. 179-185

A time-varying quantile can be fitted by formulating a time series model for the corresponding population quantile and iteratively applying a suitably modified state space signal extraction algorithm. It is shown that such quantiles satisfy the defining property of fixed quantiles in having the...

Persistent link: https://www.econbiz.de/10005022948

Testing for a slowly changing level with special reference to stochastic volatility

Harvey, Andrew; Streibel, Mariane - In: Journal of Econometrics 87 (1998) 1, pp. 167-189

Persistent link: https://www.econbiz.de/10005285969

Unobserved component time series models with Arch disturbances

Harvey, Andrew; Ruiz, Esther; Sentana, Enrique - In: Journal of Econometrics 52 (1992) 1-2, pp. 129-157

Persistent link: https://www.econbiz.de/10005238992

Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling

Kapetanios, G.; Pagan, A.; Scott, A. - In: Journal of Econometrics 136 (2007) 2, pp. 565-594

Persistent link: https://www.econbiz.de/10005122634