Andrew Harvey

158 papers · 17.4k indexed citations

Standout Papers

Forecasting, Structural Time Series Models and the Kalman Filter (1991)
Robert Fildes, Andrew Harvey et al. Journal of the Operational Research Society
Forecasting, Structural Time Series Models and the Kalman Filter (1990)
Andrew Harvey Cambridge University Press eBooks
Time series models (1981)
Andrew Harvey Medical Entomology and Zoology
Multivariate Stochastic Variance Models (1994)
Andrew Harvey, Esther Ruiz et al. The Review of Economic Studies
Detrending, stylized facts and the business cycle (1993)
Andrew Harvey, Albert Jaeger Journal of Applied Econometrics
Estimating Regression Models with Multiplicative Heteroscedasticity (1976)
Andrew Harvey Econometrica
The Econometric Analysis of Time Series. (1983)
L. G. Godfrey, Andrew Harvey Economica
The Econometric Analysis of Time Series. (1981)
W. D. Ray, Andrew Harvey Journal of the Royal Statistical Society Series A (General)

14 by Nobel laureates 16 from Science/Nature 74 standout

Sub-graph 1 of 19

A distributional code for value in dopamine-based reinforcement learning

2020 StandoutNatureNobel

Uncertainty in forecasts of long-run economic growth

2018 StandoutNobel

3 intermediate papers

Kernel density estimation for time series data

2011

Trends and Cycles in Macroeconomic Time Series

1985

and 2 more

Author				Papers	Cites
Andrew Harvey	9395	6804	5895	158	17.4k
Arnold Zellner	8478	4492	3038	195	19.5k
John Geweke	7144	4101	3966	148	13.0k
Roger Koenker	10632	3200	4137	116	25.9k
Robert Fildes	5193	3127	2345	209	16.3k
J. Durbin	4702	2696	2610	84	13.5k
Helmut Lütkepohl	7345	5265	3035	150	12.2k
Whitney K. Newey	16270	8513	12303	113	29.1k
Neil Shephard	6750	3100	9460	116	13.1k
Ruey S. Tsay	4553	2708	3913	160	9.0k
James G. MacKinnon	10292	5613	3860	101	17.9k

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