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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
Persistent link: https://www.econbiz.de/10006370040
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Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
Harvey, Andrew C.; Shephard, Neil - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10008220742
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Comment - Bayesian Analysis of Stochastic Volatility Models
Harvey, Andrew C.; Ruiz, Esther - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 402
Persistent link: https://www.econbiz.de/10008224419
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Trends and cycles in economic time series: A Bayesian approach
Harvey, Andrew C.; Trimbur, Thomas M.; Van Dijk, Herman K. - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10007761420
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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/10008162043
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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. 283-296
Persistent link: https://www.econbiz.de/10008890159
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Globalization, Immigration, and Lewisian Elastic Labor in Pre-World War II Southeast Asia
Harley, C.Knick; Harvey, Andrew C.; Hatton, Timothy J.; … - In: The journal of economic history 67 (2007) 1, pp. 33
Persistent link: https://www.econbiz.de/10007613122
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Growth, cycles and convergence in US regional time series
Carvalho, Vasco M.; Harvey, Andrew C. - In: International journal of forecasting 21 (2005) 4, pp. 667-686
Persistent link: https://www.econbiz.de/10006957821
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Convergence in the trends and cycles of Euro-zone income
Carvalho, Vasco M.; Harvey, Andrew C. - In: Journal of applied econometrics 20 (2005) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10006960266