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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~language:"eng"
~person:"Slottje, Daniel Jonathan"
~person:"Timmermann, Allan"
~type_genre:"Article in journal"
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Applied economics letters
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ECONIS (ZBW)
58
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1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
3
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
4
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
5
Conditional rotation between forecasting models
Zhu, Yinchu
;
Timmermann, Allan
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
Saved in:
6
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:
7
The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation
Slottje, Daniel Jonathan
(
ed.
);
Basmann, Robert L.
(
honouree
)
-
2017
Persistent link: https://www.econbiz.de/10011897642
Saved in:
8
The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation
Slottje, Daniel Jonathan
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 93-95
Persistent link: https://www.econbiz.de/10011897650
Saved in:
9
Maximum entropy estimation of income distributions from Basmann's weighted geometric mean measure
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10011897682
Saved in:
10
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
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