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."