Andrew C. Harvey

Available identifiers

zbMath Open harvey.andrew-cMaRDI QIDQ451264

List of research outcomes

Publication	Date of Publication	Type
Dynamic models for volatility and heavy tails. With applications to financial and economic time series	2014-10-21	Paper
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models	2013-10-24	Paper
Trends and cycles in economic time series: a Bayesian approach	2012-09-23	Paper
Specification and misspecification of unobserved components models	2012-09-05	Paper
Computing the mean square error of unobserved components extracted by misspecified time series models	2009-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q3498085	2008-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q5309202	2007-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q4002943	1992-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q4002938	1992-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q3999341	1992-09-17	Paper
ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL	1990-01-01	Paper
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality	1989-01-01	Paper
EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION	1988-01-01	Paper
Continuous time autoregressive models with common stochastic trends	1988-01-01	Paper
The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling	1986-01-01	Paper
Analysis and Generalisation of a Multivariate Exponential Smoothing Model	1986-01-01	Paper
Time Series Forecasting Based on the Logistic Curve	1984-01-01	Paper
Testing for deterministic trend and seasonal components in time series models	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3943865	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3906297	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3915869	1981-01-01	Paper
Testing for heteroscedasticity in simultaneous equation models	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3936080	1981-01-01	Paper
Testing for serial correlation in simultaneous equation models. Some further results	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4749055	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3928868	1981-01-01	Paper
Testing for Serial Correlation in Simultaneous Equation Models	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3900875	1979-01-01	Paper
Linear Regression in the Frequency Domain	1978-01-01	Paper
On the unbiasedness of robust regression estimators	1978-01-01	Paper
Testing for functional misspecification in regression analysis	1977-01-01	Paper
A Comparison of Preliminary Estimators for Robust Regression	1977-01-01	Paper
Estimating Regression Models with Multiplicative Heteroscedasticity	1976-01-01	Paper
An Alternative Proof and Generalization of a Test for Structural Change	1976-01-01	Paper
A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors	1976-01-01	Paper
A comparison of the power of some tests for heteroskedasticity in the general linear model	1974-01-01	Paper
A Simple Test for Serial Correlation in Regression Analysis	1974-01-01	Paper

Research outcomes over time

This page was built for person: Andrew C. Harvey