Score-Driven Time Series Models von Harvey, Andrew C

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Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns von Harvey, Andrew C., Shephard, Neil

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General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series von Harvey, Andrew C., Trimbur, Thomas M.

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General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series von Harvey, Andrew C., Trimbur, Thomas M.

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Trends and cycles in economic time series: A Bayesian approach von Harvey, Andrew C., Trimbur, Thomas M., Van Dijk, Herman K.

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Modeling time series when some observations are zero von Harvey, Andrew, Ito, Ryoko

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TIME SERIES MODELLING OF EPIDEMICS: LEADING INDICATORS, CONTROL GROUPS AND POLICY ASSESSMENT von Harvey, Andrew

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Testing against changing correlation von Harvey, Andrew, Thiele, Stephen

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Modelling circular time series von Harvey, Andrew, Hurn, Stan, Palumbo, Dario, Thiele, Stephen

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Computing the mean square error of unobserved components extracted by misspecified time series models von Harvey, Andrew C., Delle Monache, Davide

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Growth, cycles and convergence in US regional time series von Carvalho, Vasco M., Harvey, Andrew C.

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Convergence in the trends and cycles of Euro-zone income von Carvalho, Vasco M., Harvey, Andrew C.

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Kernel density estimation for time series data von Harvey, Andrew, Oryshchenko, Vitaliy

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TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021 von Harvey, Andrew, Kattuman, Paul, Thamotheram, Craig

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Quantiles, expectiles and splines von De Rossi, Giuliano, Harvey, Andrew

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Modelling the Phillips curve with unobserved components von Harvey, Andrew

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Tracking a changing copula von Harvey, Andrew

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When is a Copula Constant? A Test for Changing Relationships von Busetti, Fabio, Harvey, Andrew C

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Robust time series models with trend and seasonal components von Caivano, Michele, Harvey, Andrew, Luati, Alessandra

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Diagnostic Checking of Unobserved-Components Time Series Models von Harvey, Andrew C., Koopman, Siem Jan

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