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subject:"USA"
~person:"Hanke, Bernd"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Government securities"
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Capital income
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Schätzung
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34
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Hanke, Bernd
Timmermann, Allan
Caporale, Guglielmo Maria
180
Gupta, Rangan
169
Gil-Alaña, Luis A.
112
Zaremba, Adam
85
Heckman, James J.
74
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66
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62
Bollerslev, Tim
60
Pesaran, M. Hashem
60
Pierdzioch, Christian
59
Bekaert, Geert
56
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55
Stulz, René M.
54
Hamermesh, Daniel S.
52
Fabozzi, Frank J.
51
Belke, Ansgar
50
Campbell, John Y.
49
Diebold, Francis X.
49
Balcilar, Mehmet
47
Harvey, Campbell R.
47
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46
Koopman, Siem Jan
46
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45
Engle, Robert F.
45
Hautsch, Nikolaus
45
Gil-Alana, Luis A.
42
Karanassou, Marika
42
Basu, Susanto
41
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41
Bali, Turan G.
40
Bahmani-Oskooee, Mohsen
39
Goldberg, Linda S.
38
Chinn, Menzie David
37
Adrian, Tobias
36
Miller, Stephen M.
35
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35
Siklos, Pierre L.
35
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34
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ECONIS (ZBW)
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EconStor
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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:
2
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:
3
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
5
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
6
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
7
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
8
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
Saved in:
9
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
direct forecasts when
estimation
error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
Saved in:
10
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
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