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~person:"Timmermann, Allan"
~subject:"Economic forecast"
~subject:"Economic growth"
~subject:"Estimation"
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Economic forecast
Economic growth
Estimation
Theorie
193
Theory
186
Prognoseverfahren
100
Forecasting model
97
Schätzung
44
Zeitreihenanalyse
39
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38
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57
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Timmermann, Allan
Caporale, Guglielmo Maria
107
Gil-Alaña, Luis A.
92
Pesaran, M. Hashem
86
Acemoglu, Daron
80
Marcellino, Massimiliano
72
Aghion, Philippe
71
Gupta, Rangan
69
Diebold, Francis X.
67
Döpke, Jörg
61
Basu, Susanto
60
Prettner, Klaus
60
Strulik, Holger
59
Pierdzioch, Christian
58
Levine, Ross
55
Buch, Claudia M.
53
Koopman, Siem Jan
51
Taylor, Alan M.
51
Heckman, James J.
50
Schorfheide, Frank
50
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49
Härdle, Wolfgang
49
Kilian, Lutz
47
Afonso, António
46
Turnovsky, Stephen J.
45
Addison, John T.
44
Galor, Oded
44
Kooths, Stefan
44
Belke, Ansgar
43
Blundell, Richard W.
43
Fernald, John G.
43
Hautsch, Nikolaus
43
Jordà, Òscar
43
Michelsen, Claus
43
Nijkamp, Peter
43
Herwartz, Helmut
42
Mumtaz, Haroon
41
Bretschger, Lucas
40
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40
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39
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7
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
2
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
3
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:
4
A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
6
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
7
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
8
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
9
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
10
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
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