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Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
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Testing in unobserved components models
Harvey, Andrew C. - In: Journal of forecasting 20 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
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Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.; Delle Monache, Davide - In: Journal of economic dynamics & control 33 (2009) 2, pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
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The local quadratic trend model
Harvey, Andrew C. - In: Journal of forecasting 29 (2010) 1/2, pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.; Koopman, Siem Jan - In: The econometrics journal 3 (2000) 1, pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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Forecasting with unobserved components time series models
Harvey, Andrew C. - 2006
Persistent link: https://www.econbiz.de/10003338431
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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
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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
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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