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subject:"Time series analysis"
subject:"United States"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
~type:"article"
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Time series analysis
United States
Estimation
Zeitreihenanalyse
Schätzung
36
Theorie
20
Theory
20
USA
16
Capital income
14
Kapitaleinkommen
14
Börsenkurs
11
Share price
11
Forecasting model
10
Prognoseverfahren
10
Volatility
10
Volatilität
10
Bayes-Statistik
5
Bayesian inference
5
Option pricing theory
5
Optionspreistheorie
5
Risikoprämie
5
Risk premium
5
Business cycle
4
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Economic forecast
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3
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Forecast
3
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96
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3
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1
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English
36
Author
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Engle, Robert F.
Timmermann, Allan
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
161
Gil-Alaña, Luis A.
130
Chang, Tsangyao
99
Caporale, Guglielmo Maria
94
Tiwari, Aviral Kumar
83
Wohar, Mark E.
81
Apergēs, Nikolaos
77
Belke, Ansgar
77
Narayan, Paresh Kumar
76
Wagner, Joachim
67
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
58
Shahbaz, Muhammad
57
Pierdzioch, Christian
54
Su, Chi-Wei
53
Egger, Peter
52
Herwartz, Helmut
51
Serletis, Apostolos
49
Balcilar, Mehmet
48
Moosa, Imad A.
48
Hsing, Yu
47
McMillan, David G.
45
Xuan Vinh Vo
45
Hammoudeh, Shawkat
42
Holmes, Mark J.
42
McAleer, Michael
42
Payne, James E.
42
Schneider, Friedrich
42
MacDonald, Ronald
41
Tsionas, Efthymios G.
41
Bellmann, Lutz
39
Smyth, Russell
39
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Brooks, Robert
36
Hamori, Shigeyuki
36
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Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Journal of econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial markets
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Review of derivatives research
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
36
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1
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36
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
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:
4
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
5
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Runs on money market mutual funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
- In:
The American economic review
106
(
2016
)
9
,
pp. 2625-2657
Persistent link: https://www.econbiz.de/10011582095
Saved in:
8
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:
9
Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio
;
Timmermann, Allan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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