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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1994 - Reprint.
Persistent link: https://www.econbiz.de/10000550610
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Detrending, stylized facts and the business cycle
Harvey, Andrew C.; Jäger, Albert - 1991
Persistent link: https://www.econbiz.de/10000827172
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Stochastic volatility
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10000929391
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1994
Persistent link: https://www.econbiz.de/10000885911
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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1992 - Reprinted
Persistent link: https://www.econbiz.de/10000865533
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1993
Persistent link: https://www.econbiz.de/10000868404
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Detrending, stylized facts and the business cycle
Harvey, Andrew C. - 1991
Persistent link: https://www.econbiz.de/10000831550
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Continuous time autoregressive models with common stochastic trends
Harvey, Andrew C. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607
Persistent link: https://www.econbiz.de/10001269088