A
A. C. Harvey
13 works on record
Works
Readings in unobserved components models
State space and unobserved component models
Compulsory seat belt wearing
The econometric analysis of time series
Forecasting, structural time series models, and the Kalman filter
Time series models
Discriminating between regression models in levels and first differences
Discriminating between regression models in levels and first differences
Time series
Time series
Immortal Game
Immortal Game
Econometric Analysis of Time Series
Econometric Analysis of Time Series
Estimation and testing of stochastic variance models
Estimation and testing of stochastic variance models
A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
Seasonality in dynamic regression models
Seasonality in dynamic regression models