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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Franses, Philip Hans"
~person:"Timmermann, Allan"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Estimation
Theorie
381
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381
Forecasting model
144
Prognoseverfahren
144
Time series analysis
143
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143
Saisonale Schwankungen
55
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55
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46
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46
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45
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41
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41
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36
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36
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29
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44
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Franses, Philip Hans
Timmermann, Allan
Gil-Alaña, Luis A.
72
Caporale, Guglielmo Maria
65
Pesaran, M. Hashem
57
Härdle, Wolfgang
46
Marcellino, Massimiliano
40
Hautsch, Nikolaus
38
Koopman, Siem Jan
34
Berg, Gerard J. van den
33
Blundell, Richard W.
30
Gupta, Rangan
30
Heckman, James J.
29
Kumbhakar, Subal
29
Herwartz, Helmut
28
Serletis, Apostolos
28
Pierdzioch, Christian
27
Kilian, Lutz
26
Belzil, Christian
25
Jenkins, Stephen
25
Rubio-Ramírez, Juan Francisco
25
Egger, Peter
23
Attanasio, Orazio P.
22
Belke, Ansgar
22
Lütkepohl, Helmut
22
Mittnik, Stefan
22
Basu, Susanto
21
Engle, Robert F.
21
Jordà, Òscar
21
Lucas, André
21
Bollerslev, Tim
20
Creedy, John
20
Kaiser, Ulrich
20
Mumtaz, Haroon
20
Rose, Andrew
20
Zha, Tao
20
Acemoglu, Daron
19
Castelnuovo, Efrem
19
Chan, Joshua
19
Clark, Todd E.
19
Dustmann, Christian
19
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5
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3
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2
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2
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2
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ECONIS (ZBW)
44
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
3
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:
4
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
5
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:
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
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
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
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
10
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
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