A. C. Harvey
22 published titles
A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
1 edition
- University of Aberdeen, Department of Political Economy
- 1980
- Details
The econometric analysis of time series
2 editions
- ISBN: 0860030253
- Philip Allan
- 1981
- Details
- ISBN: 0860030857
- Philip Allan
- 1990
- Details
Time series models
2 editions
- ISBN: 0860030326
- Philip Allan
- 1981
- Details
- ISBN: 0745012000
- Harvester Wheatsheaf
- 1993
- Details
Aluminium to 1990 : prospects for recovery
(Contributor)
1 edition
- Economist Intelligence Unit
- 1985
- Details
Forecasting, structural time series models and the Kalman Filter
1 edition
- ISBN: 0521321964
- Cambridge University Press
- 1989
- Details
Time series
(Contributor)
1 edition
- ISBN: 1852786620
- E. Elgar
- 1994
- Details
The modelling and seasonal adjustment of weekly observations
2 editions
- Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economic
- 1995
- Details
- Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economic
- 1995
- Details
Multivariate structural time series models
2 editions
Messy time series : a unified approach
1 edition
- Suntory Centre, Suntory and Toyota International Centres for Economics and Related Disciplines, Lond
- 1997
- Details
General model-based filters for extracting cycles and trends in economic time series
1 edition
- University of Cambridge. Dept. of Applied Economics
- 2001
- Details
Growth, cycles and convergence in US regional time series
(Contributor)
1 edition
- University of Cambridge, Dept. of Applied Economics
- 2002
- Details
Multivariate unit root tests and testing for convergence
1 edition
- University of Cambridge, Department of Applied Economics
- 2003
- Details
State space and unobserved component models : theory and applications
(Contributor)
1 edition
- ISBN: 052183595X
- Cambridge University Press
- 2004
- Details
Readings in unobserved components models
(Contributor)
1 edition
- ISBN: 0199278695
- Oxford University Press
- 2005
- Details
Modeling the Phillips curve with unobserved components
1 edition
- University of Cambridge, Faculty of Economics
- 2008
- Details
When is a copula constant? : a test for changing relationships
(Contributor)
1 edition
- University of Cambridge, Faculty of Economics
- 2008
- Details
Dynamic distributions and changing copulas
1 edition
- University of Cambridge, Faculty of Economics
- 2008
- Details
The dynamic location/scale model : with applications to intra-day financial data
(Contributor)
1 edition
- University of Cambridge, Faculty of Economics
- 2012
- Details
Filtering with heavy tails
1 edition
- University of Cambridge, Faculty of Economics
- 2012
- Details
EGARCH models with fat tails, skewness and leverage
1 edition
- University of Cambridge, Faculty of Economics
- 2012
- Details
Dynamic models for volatility and heavy tails : with applications to financial and economic time series
1 edition
- ISBN: 9781107630024
- Cambridge University Press
- 2013
- Details
Time series models with an EGB2 conditional distribution
(Contributor)
1 edition
- University of Cambridge, Faculty of Economics
- 2013
- Details
