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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Capital income
Großbritannien
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Zeitreihenanalyse
Theorie
8
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8
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6
Time series analysis
6
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6
Estimation
4
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4
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Marcellino, Massimiliano
18
Franses, Philip Hans
17
Clements, Michael P.
16
Gupta, Rangan
15
Hall, Stephen G.
13
Clark, Todd E.
11
Kapetanios, George
10
Koop, Gary
8
Chen, Cathy W. S.
7
Koopman, Siem Jan
7
Kunst, Robert M.
7
Pesaran, M. Hashem
7
Wallis, Kenneth Frank
7
Wang, Yudong
7
Carriero, Andrea
6
Dijk, Dick van
6
Galvão, Ana Beatriz C.
6
García-Ferrer, Antonio
6
Gil-Alaña, Luis A.
6
Psaradakis, Zacharias G.
6
Tavlas, George S.
6
Baltagi, Badi H.
5
Brooks, Chris
5
Camacho, Maximo
5
Chan, Ngai Hang
5
Chan, Wai-Sum
5
Dijk, Herman K. van
5
Gerlach, Richard
5
Granger, C. W. J.
5
Hendry, David F.
5
Mazzi, Gian Luigi
5
McAleer, Michael
5
Mitchell, James
5
O'Hare, Colin
5
Peel, David
5
Pudney, Stephen E.
5
Smith, Jeremy
5
Sola, Martin
5
Taylor, James W.
5
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Journal of applied econometrics
Journal of forecasting
Discussion paper series / IZA
62
IZA Discussion Paper
43
IFS working paper
30
Discussion paper
28
Research paper / University of Melbourne, Department of Economics
27
IFS working paper series
22
Working papers
22
Fiscal studies : the journal of the Institute for Fiscal Studies
20
The economic journal : the journal of the Royal Economic Society
18
Applied financial economics
16
Discussion papers / National Institute of Economic and Social Research
16
Scottish journal of political economy : the journal of the Scottish Economic Society
16
Applied economics
14
Economic modelling
14
International review of financial analysis
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Centre for Economic Policy Research
13
NBER Working Paper
13
The European journal of finance
12
Warwick economic research papers
12
Bulletin of economic research
11
Economic research paper / Loughborough University, Department of Economics
11
Oxford bulletin of economics and statistics
11
The Manchester School of Economic and Social Studies
11
Finance research letters
10
Labor supply and taxation
10
Discussion papers in economics
9
New Zealand Treasury working paper
9
New Zealand economic papers
9
Oxford economic papers
9
PSI research report
9
IFS Working Papers
8
IZA Discussion Papers
8
International journal of finance & economics : IJFE
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Journal of economic studies
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NBER working paper series
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Research in international business and finance
8
The Manchester School
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UCD Geary Institute discussion paper series
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ECONIS (ZBW)
14
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14
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
Does information help intra-day volatility forecasts?
McMillan, David G.
;
Quiroga García, Raquel
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009758739
Saved in:
3
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
4
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
5
Modelling trends in Central England temperatures
Harvey, David I.
;
Mills, Terence C.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001737080
Saved in:
6
Estimation in large and disaggregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001405115
Saved in:
7
Semiparametric estimation and consumer demand
Blundell, Richard W.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 435-461
Persistent link: https://www.econbiz.de/10001250510
Saved in:
8
A non-linear model of the real US UK exchange rate
Creedy, John
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 669-686
Persistent link: https://www.econbiz.de/10001211069
Saved in:
9
Special issue on non-linear forecasting of financial time series
Mills, Terence C.
(
contributor
)
- In:
Journal of forecasting
15
(
1996
)
3
,
pp. 127-270
Persistent link: https://www.econbiz.de/10001198528
Saved in:
10
Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001176717
Saved in:
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