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~isPartOf:"Demand, supply and financial deregulation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Economica"
~isPartOf:"Greek economic review"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Miles, David"
~person:"Taylor, Mark P."
~person:"Timmermann, Allan"
~subject:"Bildungsverhalten"
~subject:"Developing countries"
~subject:"Educational behaviour"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Risk premium"
~subject:"Structural break"
~subject:"United States"
~subject:"Volatility"
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Bildungsverhalten
Developing countries
Educational behaviour
Germany
Großbritannien
Risk premium
Structural break
United States
Volatility
Theorie
36
Theory
36
Forecasting model
24
Prognoseverfahren
24
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16
Capital income
13
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13
USA
12
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11
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11
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9
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9
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7
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7
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7
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6
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6
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5
Dividende
5
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4
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4
Estimation theory
4
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4
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3
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3
Exchange rate
3
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3
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3
Markov-Kette
3
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3
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3
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Miles, David
Taylor, Mark P.
Timmermann, Allan
Engle, Robert F.
22
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Andersen, Torben
12
Pesaran, M. Hashem
12
Taylor, Robert
12
Granger, C. W. J.
11
McAleer, Michael
10
Slottje, Daniel Jonathan
9
Disney, Richard
8
Ghysels, Eric
8
Leybourne, Stephen James
8
Meddahi, Nour
8
Patton, Andrew J.
8
Perron, Pierre
8
Xiu, Dacheng
8
Betts, Julian R.
7
Diebold, Francis X.
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Raphael, Steven
7
Blake, David
6
Cavaliere, Giuseppe
6
Den Haan, Wouter J.
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Bandi, Federico M.
5
Blundell, Richard W.
5
Francq, Christian
5
Friedberg, Leora
5
Gallant, A. Ronald
5
Hallin, Marc
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Birkbeck College / Department of Economics
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Demand, supply and financial deregulation
Discussion paper / Department of Economics, University of California San Diego
Discussion paper in financial economics : FE
Economica
Greek economic review
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
37
The economic journal : the journal of the Royal Economic Society
14
Economics letters
11
ISER working paper series
11
Discussion paper series / LSE Financial Markets Group
10
Discussion papers / CEPR
8
CESifo working papers
7
The Manchester School of Economic and Social Studies
7
Applied economics
6
IMF working paper
6
Journal of money, credit and banking : JMCB
6
Cambridge working papers in economics
5
Discussion paper / the Pensions Institute, Birkbeck College, University of London
5
Journal of international money and finance
5
Working paper
5
Working papers / Brandeis University, Department of Economics and International Business School
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Discussion paper / The Pensions Institute, Cass Business School, City University
4
Discussion paper series / IZA
4
IMF working papers
4
Oxford bulletin of economics and statistics
4
The IFS green budget
4
The journal of finance : the journal of the American Finance Association
4
Applied financial economics
3
Bulletin of economic research
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European economic review : EER
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of macroeconomics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Manchester School
3
The journal of business : B
3
The review of economics and statistics
3
Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
34
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1
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34
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1
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:
2
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:
3
Educational aspirations and attitudes over the business cycle
Taylor, Mark P.
;
Rampino, Tina
- In:
Economica
81
(
2014
)
324
,
pp. 649-673
Persistent link: https://www.econbiz.de/10010473454
Saved in:
4
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
5
Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen
;
Taylor, Mark P.
- In:
Economica
79
(
2012
)
314
,
pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
Saved in:
6
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
7
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
Saved in:
8
Marriage and wages : a test of the specialization hypothesis
Bardasi, Elena
;
Taylor, Mark P.
- In:
Economica
75
(
2008
),
pp. 569-591
Persistent link: https://www.econbiz.de/10003742092
Saved in:
9
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Saved in:
10
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003172764
Saved in:
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