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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2014
Persistent link: https://www.econbiz.de/10010416812
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
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Bayesian econometric methods
Koop, Gary; Poirier, Dale J.; Tobias, Justin L. - 2007
Persistent link: https://www.econbiz.de/10012874970
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Bayesian econometric methods
Chan, Joshua; Koop, Gary; Poirier, Dale J.; Tobias, … - 2020 - Second edition
happily coexist with one another. These branches interweave econometric theory and empirical applications and bring …
Persistent link: https://www.econbiz.de/10012004945