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~language:"eng"
~language:"fra"
~person:"Pettenuzzo, Davide"
~source:"econis"
~subject:"Forecasting model"
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Forecasting model
Bayes-Statistik
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5
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Pettenuzzo, Davide
Gupta, Rangan
45
McAleer, Michael
32
Rossi, Barbara
22
Pierdzioch, Christian
19
Croux, Christophe
18
Franses, Philip Hans
17
Giannone, Domenico
17
Timmermann, Allan
16
Marcellino, Massimiliano
15
Huber, Florian
13
Cepni, Oguzhan
12
Döpke, Jörg
12
Lahiri, Kajal
12
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Clark, Todd E.
10
Sekhposyan, Tatevik
10
Dijk, Dick van
9
Dovern, Jonas
9
Fritsche, Ulrich
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Mitchell, James
9
Ravazzolo, Francesco
9
Balcilar, Mehmet
8
Chang, Chia-Lin
8
Clements, Michael P.
8
Koop, Gary
8
McCracken, Michael W.
8
Schumacher, Christian
8
Stekler, Herman O.
8
Wolfers, Justin
8
Österholm, Pär
8
Ҫepni, Oğuzhan
8
Bratu, Mihaela
7
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7
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7
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Working papers / Brandeis University, Department of Economics and International Business School
9
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2020
Persistent link: https://www.econbiz.de/10012243263
Saved in:
2
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
3
Forecasting stock returns : a predictorconstrained approach
Pettenuzzo, Davide
;
Pan, Zhiyuan
;
Wang, Yudong
-
2017
Persistent link: https://www.econbiz.de/10011813299
Saved in:
4
Adaptive hierarchical priors for high-dimensional vector
Pettenuzzo, Davide
;
Korobilis, Dimitris
-
2017
Persistent link: https://www.econbiz.de/10011813298
Saved in:
5
Option-implied equity premium predictions via entropic tilting
Pettenuzzo, Davide
;
Metaxoglou, Konstantinos
;
Smith, …
-
2016
Persistent link: https://www.econbiz.de/10011448979
Saved in:
6
Bayesian compressed vector autoregressions
Pettenuzzo, Davide
;
Koop, Gary
;
Korobilis, Dimitris
-
2016
Persistent link: https://www.econbiz.de/10011448989
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
9
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
10
Return predictability under equilibrium constraints on the equity premium
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2008
Persistent link: https://www.econbiz.de/10009782337
Saved in:
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