Andrew C. Harvey (University of Cambridge)

Andrew C. Harvey is Professor of Econometrics at the University of Cambridge with a Fellowship at Corpus Christi College. He is also a Fellow of the Econometric Society and a Fellow of the British Academy (FBA). Previously he was a Professor of Econometrics at the London School of Economics. His research interests focus on time-series econometrics, macro-econometrics, financial econometrics, state space models, signal extraction, volatility, quantiles and copulas. Prof. Harvey is also one of the main developers of STAMP, an OxMetrics module for structural time-series analysis and forecasting.

Prof. Harvey has helped write a number of OxMetrics related titles, including: State Space and Unobserved Component Models: Theory and Applications and Readings of Unobserved Components Models.

Training & Consultancy

Andrew Harvey is one of Timberlakes senior training associates. Many of his courses utilise OxMetrics, such as Dynamic Models for Volatility and Heavy Tails, while he also delivers: Time Series Analysis & Modelling at the annual Econometrics Summer School at the University of Cambridge.

Feedback and Testimonials

Delegate feedback from Times Series Analysis & Modelling, 21-23 July 2013 (part of the 2013 Econometrics Summer School at the University of Cambridge):

    "Excellent professor!"
    "The course in general was excellent. The professors knowledge of econometrics and mathematics is exceptional."
    "Lecturer was amazing."
    "Content was comprehensive; Prof Harvey is very knowledgeable; course material is useful as reference."
    "Lecturer is very knowledgeable. Good course material that can be used for reference."
    "Prof. Harvey made a very smooth transition from basics to cutting edge research in the field."
    "Lesson quality was excellent."
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