Books by A. C. Harvey
State space and unobserved component models
Estimation and testing of stoc
Estimation and testing of stochastic variance models
Seasonality in dynamic regress
Seasonality in dynamic regression models
Time series models
Econometric Analysis of Time S
Econometric Analysis of Time Series
Compulsory seat belt wearing
The econometric analysis of time series
A Monte Carlo study of the rel
A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
Discriminating between regress
Discriminating between regression models in levels and first differences