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~isPartOf:"Journal of econometrics"
~person:"Timmermann, Allan"
~subject:"Bayes-Statistik"
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Timmermann, Allan
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Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
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Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
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pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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