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