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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / CEPR"
~person:"Härdle, Wolfgang"
~person:"Timmermann, Allan"
~subject:"Factor analysis"
~subject:"Finanzmarkt"
~subject:"Spieltheorie"
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Capital income
Zeitreihenanalyse
Factor analysis
Finanzmarkt
Spieltheorie
Theorie
2
Theory
2
Bayes-Statistik
1
Bayesian analysis
1
Bayesian inference
1
CAPM
1
Cross-sectional variation in risk premia
1
Economic forecast
1
Estimation
1
Forecast combination
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Forecast evaluation
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Heterogeneity
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Risk premium
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Time series analysis
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Volatility
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industry andstyle portfolios
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instability risk factor
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panel data
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Härdle, Wolfgang
Timmermann, Allan
Marcellino, Massimiliano
6
Clark, Todd E.
4
Huber, Florian
3
Petrella, Ivan
3
Acharya, Sushant
2
Ahnert, Toni
2
Almuzara, Martin
2
Atmaz, Adem
2
Başak, Suleyman
2
Calvet, Laurent E.
2
Canova, Fabio
2
Carriero, Andrea
2
Delle Monache, Davide
2
Fernández-Villaverde, Jesús
2
Fiorentini, Gabriele
2
Gabaix, Xavier
2
Koijen, Ralph S. J.
2
Koop, Gary
2
Nucera, Federico
2
Pfarrhofer, Michael
2
Sarno, Lucio
2
Sentana, Enrique
2
Simsek, Alp
2
Vilkov, Grigory
2
Zinna, Gabriele
2
Acharya, Viral V.
1
Altavilla, Carlo
1
Amengual, Dante
1
Anand, Kartik
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Asriyan, Vladimir
1
Avdjiev, Stefan
1
Babus, Ana
1
Bacchetta, Philippe
1
Bahaj, Saleem
1
Bai, Yu
1
Baqaee, David
1
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Discussion papers / CEPR
SFB 649 discussion paper
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
7
International journal of forecasting
7
Universitext
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper series / LSE Financial Markets Group
5
Journal of econometrics
5
CESifo working papers
4
Cambridge working papers in economics
4
CORE discussion paper : DP
3
Discussion paper in financial economics : FE
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
The economic journal : the journal of the Royal Economic Society
2
Annual review of financial economics
1
Applied quantitative finance
1
Birkbeck working papers in economics and finance : BWPEF
1
CESifo Working Paper Series
1
CFS working paper series
1
Contributions to statistics
1
DAE working paper
1
DNB working paper
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Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / IZA
1
Economic policy : a European forum
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
IMF working paper
1
IMF working papers
1
IRTG 1792 discussion paper
1
Información comercial española / Cuadernos económicos
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013165978
Saved in:
2
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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