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~isPartOf:"DNB working paper"
~person:"Dijk, Herman K. van"
~person:"Lucas, André"
~person:"Pick, Andreas"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Dijk, Herman K. van
Lucas, André
Pick, Andreas
Hindrayanto, Irma
4
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Koopman, Siem Jan
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ECONIS (ZBW)
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Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
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2
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
3
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
-
2011
Persistent link: https://www.econbiz.de/10009490954
Saved in:
4
A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003321902
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