Narrow search
Showing 1 - 10 of 42
Cover Image
Trends and cycles in economic time series : a Bayesina 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/10003569916
Cover Image
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Cover Image
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Cover Image
Quantiles, expectiles and splines
Rossi, Giuliano De; Harvey, Andrew C. - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
Cover Image
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
Cover Image
Modelling circular time series
Harvey, Andrew C.; Hurn, Stan; Palumbo, Dario; Thiele, … - In: Journal of econometrics 239 (2024) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
Cover Image
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
Cover Image
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
Cover Image
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van - In: Journal of econometrics 97 (2000) 2, pp. 261-291
Persistent link: https://www.econbiz.de/10001496590
Cover Image
Structure and dynamics in econometrics
Kiviet, J. F. (contributor); Dijk, Herman K. van (contributor) - In: Journal of econometrics 63 (1994) 1
Persistent link: https://www.econbiz.de/10001164650