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person:"Timmermann, Allan"
subject:"Portfolio selection"
~subject:"Bayesian inference"
~subject:"USA"
~type_genre:"Working Paper"
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Portfolio selection
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Timmermann, Allan
Dijk, Herman K. van
59
Koop, Gary
44
Heckman, James J.
40
Acemoglu, Daron
38
Schorfheide, Frank
36
Marcellino, Massimiliano
35
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32
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31
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30
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29
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28
Uppal, Raman
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Artus, Patrick
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26
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Gil-Alaña, Luis A.
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25
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25
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25
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24
Engle, Robert F.
24
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24
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24
Rubio-Ramírez, Juan Francisco
24
Casarin, Roberto
23
Korobilis, Dimitris
23
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23
Akcigit, Ufuk
22
Basu, Susanto
22
Gollier, Christian
22
Maurer, Raimond
22
Caballero, Ricardo J.
21
Fernández-Villaverde, Jesús
21
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21
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21
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ECONIS (ZBW)
33
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
2
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
3
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
4
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
5
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
6
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
7
A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
Saved in:
8
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
9
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
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