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person:"Pesaran, M. Hashem"
subject:"Kapitaleinkommen"
~person:"Timmermann, Allan"
~subject:"Structural break"
~type:"article"
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Kapitaleinkommen
Structural break
Estimation
45
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45
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22
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13
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13
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Pesaran, M. Hashem
Timmermann, Allan
Gupta, Rangan
62
Zaremba, Adam
58
McMillan, David G.
31
Gil-Alaña, Luis A.
29
Narayan, Paresh Kumar
29
Wohar, Mark E.
29
Tiwari, Aviral Kumar
25
Bollerslev, Tim
19
Chang, Tsangyao
19
Lee, Chien-chiang
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Pierdzioch, Christian
19
Cakici, Nusret
18
Todorov, Viktor
18
Kumar, Dilip
17
Ma, Feng
17
Wang, Yudong
17
Bali, Turan G.
16
Caporale, Guglielmo Maria
16
Sehgal, Sanjay
15
Balcilar, Mehmet
14
Chiang, Thomas C.
14
Long, Huaigang
14
Zhang, Yaojie
14
Bouri, Elie
13
Brooks, Robert
12
Salisu, Afees A.
12
Umutlu, Mehmet
12
Bohl, Martin T.
11
Demirer, Rıza
11
Jareño, Francisco
11
Malik, Farooq
11
Tauchen, George Eugene
11
Westerlund, Joakim
11
Xuan Vinh Vo
11
Zhu, Huiming
11
Apergēs, Nikolaos
10
Li, Bin
10
Shahzad, Syed Jawad Hussain
10
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Journal of financial economics
3
Econometric reviews
1
Economic modelling
1
Forecasting volatility in the financial markets
1
Journal of econometrics
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
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ECONIS (ZBW)
12
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
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
Saved in:
4
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
5
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
6
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
7
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
8
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
9
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George
;
Pesaran, M. Hashem
- In:
The refinement of econometric estimation and test …
,
(pp. 239-281)
.
2007
Persistent link: https://www.econbiz.de/10003461881
Saved in:
10
Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
115
(
2005
)
500
,
pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
Saved in:
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