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