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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Timmermann, Allan"
~subject:"Welt"
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Stochastic process
Time series analysis
Welt
Theorie
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Theory
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1962-2011
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Timmermann, Allan
Kilian, Lutz
8
Forni, Mario
7
Baumeister, Christiane
4
Eichengreen, Barry
4
Francois, Joseph F.
4
Lippi, Marco
4
Reichlin, Lucrezia
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Marcellino, Massimiliano
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Pettenuzzo, Davide
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Portier, Franck
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Sarno, Lucio
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Thorvaldur Gylfason
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Tryggvi Þor Herbertsson
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Wacziarg, Romain
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Discussion paper / Centre for Economic Policy Research
CESifo working papers
5
Cambridge working papers in economics
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Discussion paper / Department of Economics, University of California San Diego
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International journal of forecasting
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ECONIS (ZBW)
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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:
2
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
3
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
4
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
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