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subject:"Estimation"
subject:"Schätzung"
~institution:"Birkbeck College / Department of Economics"
~institution:"Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>"
~person:"Dacco, Roberto"
~person:"Hall, Stephen G."
~person:"Timmermann, Allan"
~subject:"Deutsch"
~subject:"Produktivität"
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Dacco, Roberto
Hall, Stephen G.
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ECONIS (ZBW)
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000961097
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2
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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