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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~subject:"Schätzung"
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Time series analysis
United States
Schätzung
Estimation
4
USA
4
Capital income
3
Kapitaleinkommen
3
Theorie
2
Theory
2
1897-1996
1
1954-1997
1
Aktienindex
1
Betriebsgröße
1
Business cycle
1
Börsenkurs
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Calendar effect
1
Estimation theory
1
Financial analysis
1
Financial market
1
Finanzanalyse
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Finanzmarkt
1
Firm size
1
Forecasting model
1
Incomplete market
1
Kalendereffekt
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Konjunktur
1
Prognoseverfahren
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Schätztheorie
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Securities trading
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Share price
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Stock index
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Structural break
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Graue Literatur
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English
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Engle, Robert F.
Timmermann, Allan
Tonks, Ian
3
Espenlaub, Susanne
2
Koopman, Siem Jan
2
Linton, Oliver
2
Sandmann, Gleb
2
Sullivan, Ryan
2
White, Halbert
2
Board, John L. G.
1
Brown, Ward
1
Bulkley, George
1
Connor, Gregory
1
Cumby, Robert
1
Daníelsson, Jón
1
Davis, E. Philip
1
Evans, Martin D. D.
1
Gregory, Alan
1
Henry, Mark S.
1
Hodgson, Douglas J.
1
Hoffmann-Burchadi, Ulrike
1
King, Mervyn
1
Lai, Hung-neng
1
Lowe, Phillip
1
Luttmer, Erzo Gerrit Jan
1
Munoz, Sonia
1
Payne, Richard
1
Pesaran, M. Hashem
1
Pérez-Quirós, Gabriel
1
Roy, Amlan
1
Segoviano, Miguel
1
Sentana, Enrique
1
Snell, Andy
1
Sutcliffe, Charles M. S.
1
Vorkink, Keith
1
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Department of Economics, University of California San Diego
18
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper / Centre for Economic Policy Research
9
NBER working paper series
8
NBER Working Paper
5
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working papers / Brandeis University, Department of Economics and International Business School
3
CESifo working papers
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Cambridge working papers in economics
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DAE working paper
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper in financial economics : FE
2
Discussion papers / CEPR
2
Forecasting volatility in the financial markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Working paper / Centre for Financial Research
2
Arbejdspapirer fra Institut for Økonomi, Politik og Forvaltning / Aalborg Universitet
1
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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DNB working paper
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Discussion paper / Deutsche Bundesbank
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Discussion paper series
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
International journal of forecasting
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial markets
1
Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
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1
Market timing and return prediction under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001662209
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2
Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001465937
Saved in:
3
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
4
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
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