E-LIB Suche - Ergebnisse für: Harvey, Andrew C.

1

Dynamic models for volatility and heavy tails

with applications to financial and economic time series Econometric Society monographs ; 52

Harvey, Andrew C. , 2013

Link: https://doi.org/10.1017/..

2

Computing the mean square error of unobserved components ex..:

Harvey, Andrew C. ; Delle Monache, Davide
Journal of Economic Dynamics and Control. 33 (2009) 2 - p. 283-295 , 2009

Link: https://doi.org/10.1016/..

3

Trends and cycles in economic time series: A Bayesian appro..:

Harvey, Andrew C. ; Trimbur, Thomas M. ; Van Dijk, Herman K.
Journal of Econometrics. 140 (2007) 2 - p. 618-649 , 2007

Link: https://doi.org/10.1016/..

4

Long memory in stochastic volatility:

, In: Forecasting Volatility in the Financial Markets,

Harvey, Andrew C. - p. 351-363 , 2007

Link: https://doi.org/10.1016/..

5

Convergence in the trends and cycles of Euro‐zone income:

Carvalho, Vasco M. ; Harvey, Andrew C.
Journal of Applied Econometrics. 20 (2005) 2 - p. 275-289 , 2005

Link: https://doi.org/10.1002/..

6

Growth, cycles and convergence in US regional time series:

Carvalho, Vasco M. ; Harvey, Andrew C.
International Journal of Forecasting. 21 (2005) 4 - p. 667-686 , 2005

Link: https://doi.org/10.1016/..

7

State space and unobserved component models

theory and applications : proceedings of a conference in ho...

Harvey, Andrew C. ; Durbin, James ; Shephard, Neil. , 2004

Link: https://doi.org/10.1017/..

8

Cyclical components in economic time series: a Bayesian app..

Working papers & studies. General statistics

Harvey, Andrew C ; Trimbur, Thomas M ; Dijk, Herman K. van - 2003 edition . , 2003

Link: https://op.europa.eu/pub..

9

Convergences and cycles in the euro-zone

Working papers & studies. General statistics

Carvalho, Vasco M ; Harvey, Andrew C - 2003 edition . , 2003

Link: https://op.europa.eu/pub..

10

General Model-Based Filters for Extracting Cycles and Trend..:

Harvey, Andrew C. ; Trimbur, Thomas M.
The Review of Economics and Statistics. 85 (2003) 2 - p. 244-255 , 2003

Link: https://www.jstor.org/st..

11

Estimation of an Asymmetric Stochastic Volatility Model for..:

Harvey, Andrew C. ; Shephard, Neil
Journal of Business & Economic Statistics. 14 (1996) 4 - p. 429-434 , 1996

Link: https://www.jstor.org/st..

12

Stamp 5.0 Structural Time Series Analyser, Modeller and Pre..:

Judge, Guy ; Koopman, Siem Jan ; Harvey, Andrew C...
The Economic Journal. 106 (1996) 437 - p. 1106 , 1996

Link: https://doi.org/10.2307/..

13

[Bayesian Analysis of Stochastic Volatility Models]: Commen:

Harvey, Andrew C. ; Ruiz, Esther
Journal of Business & Economic Statistics. 12 (1994) 4 - p. 402-403 , 1994

Link: https://www.jstor.org/st..

14

Diagnostic Checking of Unobserved-Components Time Series Mo..:

Harvey, Andrew C. ; Koopman, Siem Jan
Journal of Business & Economic Statistics. 10 (1992) 4 - p. 377-389 , 1992

Link: https://www.jstor.org/st..

15

Inter-fuel substitution, technical change and the demand fo..:

Harvey, Andrew C. ; Marshall, Pablo
Applied Economics. 23 (1991) 6 - p. 1077-1086 , 1991

Link: https://doi.org/10.1080/..