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Timmermann, Allan
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
1,609
International journal of forecasting
1,607
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
1,411
Problems of economic transition
1,189
Ėkonomist : ežemesjačnyj naučno-praktičeskij žurnal
985
Journal of forecasting
882
Energy economics
752
NBER working paper series
632
Discussion paper / Centre for Economic Policy Research
609
Obščestvo i ėkonomika : meždunarodnyj naučnyj i obščestvenno-političeskij žurnal ; žurnal učrežden akademijami nauk - učastnikam Meždunarodnaja Associacija Akademij Nauk
588
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548
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Higher School of Economics Research Paper
463
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CESifo working papers
445
Applied economics
443
Economics letters
426
ĖKO : vserossijskij ėkonomičeskij žurnal
416
Technological forecasting & social change : an international journal
403
Finance research letters
391
Voprosy statistiki : naučno-informacionnyj žurnal
357
IZA Discussion Papers
355
Discussion paper series / IZA
344
Journal of banking & finance
330
Management science : journal of the Institute for Operations Research and the Management Sciences
321
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313
Economic modelling
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304
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292
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ECONIS (ZBW)
286
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1
A regime switching long memory model for electricity prices
Haldrup, Niels
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 349-376
Persistent link: https://www.econbiz.de/10003376088
Saved in:
2
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
3
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
4
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
5
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
6
Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
Saved in:
7
Least-squares forecast averaging
Hansen, Bruce E.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
Saved in:
8
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
9
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
10
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
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