Statistics
Publications
130
Citations
22.1K
H-Index
63
Active since
1974
Andrew Harvey is an author at University of Cambridge specializing in econometrics, time series analysis, and economics.
Publications per year
1974–2023
130
130
Forecasting, Structural Time Series Models and the Kalman Filter
Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations
Computing, Mathematics, Forecasting +13
Multivariate Stochastic Variance Models
Andrew Harvey, Esther Ruiz, Neil Shephard · The Review of Economic Studies · 1994 · 1.4K citations · Full text
Detrending, stylized facts and the business cycle
Andrew Harvey, Albert Jaeger · Journal of Applied Econometrics · 1993 · 1.2K citations
Estimating Regression Models with Multiplicative Heteroscedasticity
Andrew Harvey · Econometrica · 1976 · 957 citations
The Econometric Analysis of Time Series.
L. G. Godfrey, Andrew Harvey · Economica · 1983 · 920 citations
1–5 of 130