Narrow search
Showing 1 - 10 of 108
Cover Image
Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1992 - Reprinted
Persistent link: https://www.econbiz.de/10000865533
Cover Image
Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1994 - Reprint.
Persistent link: https://www.econbiz.de/10000550610
Cover Image
Time series models
Harvey, Andrew C. - 1993 - 2. ed.
Persistent link: https://www.econbiz.de/10013530402
Cover Image
Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009766496
Cover Image
Test for cycles
Harvey, Andrew C. - In: State space and unobserved component models : theory …, (pp. 102-119). 2004
Persistent link: https://www.econbiz.de/10009719928
Cover Image
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
Cover Image
Ökonometrische Analyse von Zeitreihen
Harvey, Andrew C. - 2018 - Aus dem Engl. “ The econometric analysis of time series”. 2. Aufl. Reprint 2018
Persistent link: https://www.econbiz.de/10014508480
Cover Image
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
Cover Image
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
Cover Image
Detrending, stylized facts and the business cycle
Harvey, Andrew C.; Jäger, Albert - 1991
Persistent link: https://www.econbiz.de/10000827172