Arthur Havenner

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS Macroeconomic Dynamics	2000-11-12	Paper
Improved estimates of the parameters of state space time series models Journal of Economic Dynamics and Control	1997-02-27	Paper
scientific article; zbMATH DE number 1136455 (Why is no real title available?)	1997-01-01	Paper
Model specification tests for balanced representation state space models Communications in Statistics: Theory and Methods	1995-08-17	Paper
A Bayesian approach to state space multivariate time series modeling Journal of Econometrics	1992-09-27	Paper
State space modeling of multiple time series Econometric Reviews	1991-01-01	Paper
AN ENCOMPASSING APPROACH TO MODELING FISHERY DYNAMICS: MODELING DYNAMIC NONLINEAR SYSTEMS Natural Resource Modeling	1991-01-01	Paper
A method for approximate representation of vector-valued time series and its relation to two alternatives Journal of Econometrics	1989-01-01	Paper
System theoretic time series: An application to inventories and prices of California range cattle Computers & Mathematics with Applications	1989-01-01	Paper
An instrumental variables interpretation of linear systems theory estimation Journal of Economic Dynamics and Control	1988-01-01	Paper
Quadratic open-loop optimal control of economic systems IEEE Transactions on Automatic Control	1984-01-01	Paper
Classical versus bayesian models—on the dangers of a little bit of knowledge International Journal of Systems Science. Principles and Applications of Systems and Integration	1983-01-01	Paper
A random coefficient approach to seasonal adjustment of economic time series Journal of Econometrics	1981-01-01	Paper
A Stochastic Optimal Control Technique for Models with Estimated Coefficients Econometrica	1977-01-01	Paper
THE OPTIMAL MONETARY INSTRUMENT: AN EMPIRICAL ASSESSMENT Journal of Cybernetics	1977-01-01	Paper

Research outcomes over time

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