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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Koop, Gary"
~person:"Timmermann, Allan"
~subject:"Bayesian inference"
~subject:"Bias"
~subject:"Time series analysis"
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Koop, Gary
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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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.
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2014
Persistent link: https://www.econbiz.de/10010416812
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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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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003814581
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Forecast evaluation with shared data sets
Sullivan, Ryan
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2001
Persistent link: https://www.econbiz.de/10013423660
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