European University Institute Library
Harvey, Andrew
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Harvey, Andrew
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Harvey, Andrew
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6
Stochastic volatility
Testing for trend, by Fabio Busetti and Andrew Harvey
Testing for the presence of a Random walk in series with structural breaks
Stochastic volatility
Tests of common stochastic trends
Convergence of prices and rates of inflation, by F. Busetti, S. Fabiani and A. Harvey
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5
The modelling and seasonal adjustment of weekly observations
Forecasting, structural time series models and the Kalman filter, Andrew Harvey
Examining working time arrangements using time use survey data
Seasonality in dynamic regression models
Signal extraction and the formulation of unobserved components models
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