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Timmermann, Allan
63
Pesaran, M. Hashem
26
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10
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-188
Persistent link: https://www.econbiz.de/10009178475
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2
Børskrakket i oktober 1987
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
127
(
1989
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10009937949
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3
Udviklingen i de danske aktiekurser 1914 - 1990
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
130
(
1992
)
3
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009938029
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4
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
131
(
1993
)
3
,
pp. 374-389
Persistent link: https://www.econbiz.de/10009938061
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5
Learning, Structural Instability, and Present Value Calculations
Pesaran, Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10007730238
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6
REAL-TIME ECONOMETRICS
Pesaran, Hashem
;
Timmermann, Allan
- In:
Econometric theory
21
(
2005
)
1
,
pp. 212-231
Persistent link: https://www.econbiz.de/10006960643
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7
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. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
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8
On Identification of Bayesian DSGE Models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron P.
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 300-314
Persistent link: https://www.econbiz.de/10010154953
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9
DISTINGUISHED AUTHORS
Pesaran, M. Hashem
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 901-902
Persistent link: https://www.econbiz.de/10010158178
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10
Introduction
Esfahani, Hadi Salehi
;
Pesaran, M. Hashem
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 219-220
Persistent link: https://www.econbiz.de/10010166227
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