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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Estimation"
~subject:"Theorie"
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Timmermann, Allan
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ECONIS (ZBW)
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A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2014
Persistent link: https://www.econbiz.de/10010416812
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2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
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2014
Persistent link: https://www.econbiz.de/10010409119
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3
Understanding analysts' earnings expectations : biases, nonlinearities and predictability
Aiolfi, Marco
;
Giudice Rodriguez, Marius del
; …
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2010
Persistent link: https://www.econbiz.de/10003945518
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4
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003814581
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