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subject:"United States"
~person:"Andrews, Donald W. K."
~person:"Krämer, Walter"
~person:"Pesaran, M. Hashem"
~person:"Timmermann, Allan"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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United States
Economic growth
Einheitswurzeltest
Estimation theory
Estimation
Forecasting model
Theorie
231
Theory
231
Schätztheorie
70
Prognoseverfahren
41
Time series analysis
30
Zeitreihenanalyse
30
Statistical theory
23
Statistische Methodenlehre
23
Capital income
21
Kapitaleinkommen
21
Schätzung
21
Panel
19
Panel study
19
Börsenkurs
18
Share price
18
Statistical test
18
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18
Rational expectations
17
Rationale Erwartung
17
Großbritannien
13
USA
13
United Kingdom
13
Cointegration
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Regression analysis
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Regressionsanalyse
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Econometrics
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130
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8
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English
126
German
6
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Andrews, Donald W. K.
Krämer, Walter
Pesaran, M. Hashem
Timmermann, Allan
Phillips, Peter C. B.
64
Franses, Philip Hans
59
Gupta, Rangan
59
Gil-Alaña, Luis A.
46
Diebold, Francis X.
42
Leybourne, Stephen James
41
Clements, Michael P.
40
Kumbhakar, Subal
39
Caporale, Guglielmo Maria
37
Hendry, David F.
37
Heckman, James J.
36
McAleer, Michael
36
Serletis, Apostolos
36
Baltagi, Badi H.
34
Koop, Gary
34
Swanson, Norman R.
34
Taylor, Robert
34
Moosa, Imad A.
33
Bollerslev, Tim
31
Ghysels, Eric
31
Newey, Whitney K.
31
Turnovsky, Stephen J.
30
Li, Qi
29
Lütkepohl, Helmut
29
MacDonald, Ronald
29
Granger, C. W. J.
28
Harvey, David I.
28
Marcellino, Massimiliano
28
Petropoulos, Fotios
28
Pierdzioch, Christian
28
Ullah, Aman
28
Chavas, Jean-Paul
27
Perron, Pierre
27
Taylor, Mark P.
27
Afonso, Oscar
26
Bahmani-Oskooee, Mohsen
26
Herwartz, Helmut
26
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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
23
Journal of econometrics
20
Economics letters
11
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric theory
7
Journal of applied econometrics
6
Journal of forecasting
5
The review of economic studies
5
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
Oxford bulletin of economics and statistics
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper / Deutsche Bundesbank
1
International economic review
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic growth
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Kredit und Kapital
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
On modelling the long run in applied economics
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Research in human capital and development : RHCD ; a research annual
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Series in financial economics and quantitative analysis
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
The Manchester School of Economic and Social Studies
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
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ECONIS (ZBW)
132
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
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
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:
5
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
6
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:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
10
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
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