Journal Article |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Beveridge-Nelson smoother |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
241 |

A Note on Common Cycles, Common Trends, and Convergence |
0 |
0 |
2 |
183 |
0 |
1 |
3 |
470 |

A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
129 |

A comparison of the power of some tests for heteroskedasticity in the general linear model |
0 |
0 |
2 |
114 |
1 |
2 |
5 |
225 |

A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
51 |

An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive–Moving Average Models by Means of Kaiman Filtering |
0 |
0 |
4 |
13 |
0 |
0 |
5 |
31 |

Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
120 |

Cointegration and control: Assessing the impact of events using time series data |
0 |
1 |
9 |
24 |
2 |
5 |
23 |
80 |

Computing observation weights for signal extraction and filtering |
3 |
5 |
11 |
176 |
4 |
7 |
17 |
431 |

Computing the mean square error of unobserved components extracted by misspecified time series models |
0 |
0 |
0 |
120 |
0 |
0 |
0 |
439 |

Continuous time autoregressive models with common stochastic trends |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
153 |

Convergence in the trends and cycles of Euro-zone income |
0 |
0 |
0 |
290 |
0 |
0 |
2 |
748 |

Convergence in the trends and cycles of Euro‐zone income |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Convergence of Prices and Rates of Inflation* |
0 |
0 |
1 |
113 |
0 |
0 |
2 |
308 |

Detrending, Stylized Facts and the Business Cycle |
1 |
3 |
25 |
1,238 |
2 |
10 |
52 |
3,564 |

Diagnostic Checking of Unobserved-Components Time Series Models |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
768 |

EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
7 |

EGARCH models with fat tails, skewness and leverage |
0 |
0 |
0 |
44 |
3 |
5 |
10 |
156 |

Estimating Regression Models with Multiplicative Heteroscedasticity |
1 |
1 |
9 |
796 |
2 |
7 |
33 |
1,810 |

Estimating integrated higher-order continuous time autoregressions with an application to money-income causality |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
64 |

Estimating the underlying change in unemployment in the UK |
0 |
1 |
2 |
103 |
0 |
1 |
5 |
228 |

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
902 |

Estimation of simultaneous equation models with stochastic trend components |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
117 |

FINITE SAMPLE PREDICTION AND OVERDIFFERENCING |
0 |
0 |
0 |
5 |
0 |
2 |
7 |
20 |

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
168 |

Filtering With Heavy Tails |
0 |
0 |
6 |
94 |
0 |
2 |
8 |
195 |

Finite Sample Prediction from Arima Processes |
1 |
1 |
1 |
2 |
1 |
2 |
3 |
11 |

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study |
0 |
0 |
0 |
0 |
0 |
3 |
20 |
949 |

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
393 |

Forecasting and Interpolation Using Vector Autoregressions with Common Trends |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
21 |

General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series |
1 |
6 |
13 |
385 |
3 |
9 |
28 |
907 |

Growth, cycles and convergence in US regional time series |
0 |
0 |
0 |
74 |
1 |
1 |
11 |
238 |

Inflation Convergence and Divergence within the European Monetary Union |
0 |
1 |
3 |
226 |
0 |
3 |
12 |
621 |

Kernel density estimation for time series data |
2 |
3 |
18 |
106 |
6 |
11 |
42 |
363 |

Linear Regression in the Frequency Domain |
0 |
0 |
2 |
253 |
1 |
1 |
7 |
645 |

Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
352 |

Modeling the Interactions between Volatility and Returns using EGARCH‐M |
0 |
0 |
0 |
11 |
1 |
1 |
4 |
46 |

Modeling time series when some observations are zero |
2 |
5 |
33 |
145 |
9 |
25 |
135 |
804 |

Multivariate Stochastic Variance Models |
0 |
0 |
3 |
1,452 |
0 |
1 |
10 |
3,485 |

ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL |
0 |
0 |
4 |
9 |
0 |
0 |
7 |
23 |

On Comparing Regression Models in Levels and First Differences |
2 |
8 |
19 |
1,124 |
4 |
11 |
31 |
2,606 |

Quantiles, expectiles and splines |
0 |
0 |
1 |
124 |
0 |
1 |
5 |
328 |

Regime switching models for circular and linear time series |
1 |
2 |
4 |
4 |
1 |
4 |
8 |
8 |

Review of '4thought' |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
99 |

Robust time series models with trend and seasonal components |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
55 |

Seasonality Tests |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
1,473 |

Seasonality in Dynamic Regression Models |
0 |
1 |
2 |
354 |
0 |
2 |
4 |
1,180 |

Seemingly Unrelated Time Series Equations and a Test for Homogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
423 |

Signal extraction and the formulation of unobserved components models |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
1,460 |

Some Comments on Multicollinearity in Regression |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
10 |

Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations |
0 |
0 |
1 |
110 |
0 |
0 |
2 |
294 |

Structural time series models in inventory control |
0 |
1 |
1 |
134 |
0 |
1 |
1 |
411 |

TESTING FOR TREND |
0 |
0 |
1 |
99 |
0 |
0 |
1 |
244 |

TESTS OF COMMON STOCHASTIC TRENDS |
0 |
0 |
3 |
171 |
0 |
0 |
6 |
315 |

TIME SERIES MODELLING OF EPIDEMICS: LEADING INDICATORS, CONTROL GROUPS AND POLICY ASSESSMENT |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
9 |

TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021 |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
7 |

Testing against changing correlation |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
59 |

Testing against smooth stochastic trends |
0 |
0 |
0 |
269 |
0 |
0 |
0 |
1,112 |

Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
216 |

Testing for Serial Correlation in Simultaneous Equation Models |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
198 |

Testing for a slowly changing level with special reference to stochastic volatility |
0 |
0 |
0 |
39 |
1 |
1 |
2 |
127 |

Testing for functional misspecification in regression analysis |
0 |
0 |
15 |
242 |
2 |
3 |
27 |
661 |

Testing for heteroscedasticity in simultaneous equation models |
0 |
0 |
1 |
66 |
0 |
1 |
3 |
151 |

Testing for serial correlation in simultaneous equation models: Some further results |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
63 |

Testing for the Presence of a Random Walk in Series with Structural Breaks |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
9 |

Testing in Unobserved Components Models |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
472 |

Tests for Deterministic Versus Indeterministic Cycles |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |

Tests of strict stationarity based on quantile indicators |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
86 |

The Estimation of Higher-Order Continuous Time Autoregressive Models |
1 |
1 |
1 |
16 |
1 |
1 |
3 |
57 |

The Modeling and Seasonal Adjustment of Weekly Observations |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
900 |

The effects of seat belt legislation on British road casualities: A case study in structural modelling: A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in press) |
0 |
1 |
3 |
100 |
0 |
1 |
5 |
307 |

The estimation of dynamic models with missing observations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |

The local quadratic trend model |
0 |
0 |
1 |
113 |
1 |
2 |
8 |
481 |

Time Series Models for Count or Qualitative Observations |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
493 |

Time Series Models for Count or Qualitative Observations: Reply |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
309 |

Time-series models with an EGB2 conditional distribution |
0 |
0 |
1 |
11 |
0 |
2 |
4 |
62 |

Tracking a changing copula |
0 |
1 |
2 |
121 |
0 |
1 |
2 |
245 |

Trends and Cycles in Macroeconomic Time Series |
0 |
0 |
0 |
0 |
1 |
9 |
35 |
1,329 |

Trends and cycles in economic time series: A Bayesian approach |
0 |
3 |
12 |
271 |
4 |
10 |
33 |
591 |

Trends, Cycles and Autoregressions |
0 |
0 |
2 |
293 |
0 |
1 |
5 |
528 |

Unobserved component time series models with Arch disturbances |
0 |
4 |
7 |
640 |
3 |
7 |
14 |
1,132 |

Volatility Modeling with a Generalized t Distribution |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
35 |

When is a Copula Constant? A Test for Changing Relationships |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
218 |

Total Journal Articles |
15 |
49 |
229 |
10,972 |
61 |
170 |
725 |
39,065 |