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Modeling of time series arrays by multistep prediction or likelihood methods
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong - In: Journal of econometrics 118 (2004) 1/2, pp. 151-187
Persistent link: https://www.econbiz.de/10001823120
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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio; Harvey, Andrew C. - 1998
Persistent link: https://www.econbiz.de/10000997040
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Stochastic volatility
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10000929391
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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - 1999
Persistent link: https://www.econbiz.de/10001354556
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Testing against smooth stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Journal of applied econometrics 16 (2001) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
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Exponential conditional volatility models
Harvey, Andrew C. - 2010
Persistent link: https://www.econbiz.de/10008649425
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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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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005
Persistent link: https://www.econbiz.de/10003352588