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ESTIMATION OF UNOBSERVED-COMPONENTS AND CANONICAL MODELS BOOK CHAPTER published 1979 in Analysis of Economic Time Series |
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DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN: 978‐1‐107‐63002‐4 JOURNAL ARTICLE published March 2014 in Journal of Time Series Analysis |
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Linear Dynamic Economic Models BOOK CHAPTER published 9 April 2018 in Dynamic Linear Economic Models |
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Simultaneous Statistical Inference in Dynamic Factor Models BOOK CHAPTER published 2016 in Time Series Analysis and Forecasting |
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Exact Inference for Continuous Time Markov Chain Models JOURNAL ARTICLE published August 1986 in The Review of Economic Studies |
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Trend Components BOOK CHAPTER published 13 January 1996 in Time Series and Dynamic Models |
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LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS WITH ERRORS IN VARIABLES JOURNAL ARTICLE published January 1995 in Journal of Time Series Analysis |
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Linear Models with Exogenous Variables BOOK CHAPTER published 1997 in Springer Series in Statistics |
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Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models JOURNAL ARTICLE published September 2020 in Economic Modelling Research funded by Ministry of Education (NRF-2016R1D1A1B03934857) |
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Dynamic Models for Multi-Dimensional Time Series DISSERTATION published |
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Other Stationary Time Series Models BOOK CHAPTER published 26 October 2011 in Applied Time Series Analysis |
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Mathematical Models for Socio-economic Problems BOOK CHAPTER published 2014 in Mathematical Models and Methods for Planet Earth |
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Front Matter OTHER published 29 July 2011 in Latent Variable Models and Factor Analysis |
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A new interpretation of the “normalizing” or “balancing” factors of gravity-type spatial models JOURNAL ARTICLE published January 1977 in Socio-Economic Planning Sciences |
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A Note on Bootstrapping M‐Estimators in ARMA Models JOURNAL ARTICLE published July 1999 in Journal of Time Series Analysis |
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Testing for parameter stability in nonlinear autoregressive models JOURNAL ARTICLE published May 2012 in Journal of Time Series Analysis |
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Dynamic Bayesian Models for Discrete-Valued Time Series BOOK CHAPTER published 6 January 2016 in Handbook of Discrete-Valued Time Series |
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Principal Component Analysis and Factor Models OTHER published 13 August 2010 in Analysis of Financial Time Series |
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Principal Component Analysis and Factor Models OTHER published 19 August 2005 in Analysis of Financial Time Series |
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Repeated Time Series Analysis of ARIMA-Noise Models JOURNAL ARTICLE published April 1990 in Journal of Business & Economic Statistics |