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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Hecq, Alain W. J."
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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Theorie
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6
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6
Bayes-Statistik
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Hecq, Alain W. J.
Timmermann, Allan
Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Teräsvirta, Timo
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Xiao, Zhijie
6
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5
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
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5
Todorov, Viktor
5
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4
Barigozzi, Matteo
4
Breitung, Jörg
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hansen, Lars Peter
4
Herwartz, Helmut
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
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Perron, Benoit
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Robinson, Peter M.
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Shin, Yongcheol
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Velasco, Carlos
4
Zakoïan, Jean-Michel
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Asai, Manabu
3
Baillie, Richard
3
Bauwens, Luc
3
Chan, Joshua
3
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3
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Journal of econometrics
International journal of forecasting
10
Economics letters
7
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3
Econometrics : open access journal
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
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1
Annals of economics and statistics
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ECONIS (ZBW)
7
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1
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
4
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
5
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
6
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
7
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
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