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subject:"EU countries"
subject:"Estimation"
~isPartOf:"DNB working paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Claessens, Stijn"
~person:"Noh, Jaesun"
~person:"Pesaran, M. Hashem"
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EU countries
Estimation
Schätzung
7
Forecasting model
6
Prognoseverfahren
6
Theorie
3
Theory
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Capital income
2
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2
Option pricing theory
2
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2
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1954-1997
1
1959-2002
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1999-2006
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1
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1
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1
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1
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Forecast
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1
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1
International bank
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1
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1
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English
7
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Claessens, Stijn
Noh, Jaesun
Pesaran, M. Hashem
Engle, Robert F.
13
Granger, C. W. J.
6
Timmermann, Allan
6
Bikker, Jacob A.
5
Den Haan, Wouter J.
3
End, Jan-Willem van den
3
Hamilton, James D.
3
Lewis, John
3
Ramey, Garey
3
Spierdijk, Laura
3
Bernoth, Kerstin
2
Carson, Richard T.
2
Haan, Jakob de
2
Horen, Neeltje van
2
Hughes Hallett, Andrew
2
Kane, Alex
2
Lee, Gary G. J.
2
Owyang, Michael T.
2
Pick, Andreas
2
Ploeg, Frederick van der
2
Poelhekke, Steven
2
Ramey, Valerie A.
2
Rosenberg, Joshua V.
2
Russell, Jeffrey R.
2
Stanga, Irina
2
Sullivan, Ryan
2
White, Halbert
2
Alberini, Anna
1
Alsem, Karel Jan
1
Antonovics, Kate
1
Aparicio Acosta, Felipe M.
1
Barth, Marvin J.
1
Beck, Thorsten
1
Beetsma, Roel
1
Berk, Jan Marc
1
Betts, Julian R.
1
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1
Bierut, Beata
1
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DNB working paper
Discussion paper / Department of Economics, University of California San Diego
CESifo working papers
30
Cambridge working papers in economics
18
CESifo Working Paper Series
13
DAE working paper
13
Discussion paper series / IZA
9
IZA Discussion Paper
8
Journal of applied econometrics
8
CESifo Working Paper
5
Working paper series / European Central Bank
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
USC-INET Research Paper
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
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3
IMF working paper
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NBER working paper series
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Discussion papers in economics
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IMF working papers
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Journal of empirical finance
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Policy research working paper
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2
, Vol. , pp. -
1
A reader in international corporate finance ; Vol. 1
1
Banque de France Working Paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Bundesbank Series 1 Discussion Paper
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CAMA Working Paper
1
Cambridge-INET working papers
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ECONIS (ZBW)
7
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1
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:
2
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
Saved in:
3
Being a foreigner among domestic banks : asset or liability?
Claessens, Stijn
;
Horen, Neeltje van
-
2009
Persistent link: https://www.econbiz.de/10003885425
Saved in:
4
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
5
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
Saved in:
6
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
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