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subject:"Time series analysis"
~person:"Dijk, Herman K. van"
~person:"Timmermann, Allan"
~type:"article"
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18
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Dijk, Herman K. van
Timmermann, Allan
Franses, Philip Hans
57
Phillips, Peter C. B.
55
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Lütkepohl, Helmut
29
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28
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26
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25
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23
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23
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22
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22
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22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Newbold, Paul
21
McAleer, Michael
20
Hong, Yongmiao
19
Swanson, Norman R.
19
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18
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17
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17
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17
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16
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16
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16
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16
Peña, Daniel
16
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16
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15
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15
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15
Makridakis, Spyros G.
15
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14
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14
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14
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5
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3
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2
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2
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1
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1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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ECONIS (ZBW)
18
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18
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
3
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
4
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
5
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
6
Divergent priors and well behaved Bayes factors
Strachan, Rodney W.
;
Dijk, Herman K. van
- In:
Central European journal of economic modelling and …
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010503070
Saved in:
7
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:
8
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
Saved in:
9
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
10
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
International journal of forecasting
20
(
2004
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
Saved in:
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