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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Ghysels, Eric"
~person:"Koop, Gary"
~person:"Timmermann, Allan"
~subject:"Time series analysis"
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Ghysels, Eric
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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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2
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
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3
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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4
Testing for granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
-
2013
Persistent link: https://www.econbiz.de/10010193401
Saved in:
5
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
6
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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