A. C. Harvey
· 13 obras en el catálogo
Obras
Discriminating between regression models in levels and first differences

Readings in unobserved components models

State space and unobserved component models
Time series
Immortal Game

Compulsory seat belt wearing
Econometric Analysis of Time Series
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
Seasonality in dynamic regression models

Forecasting, structural time series models, and the Kalman filter

The econometric analysis of time series
