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~subject:"Bayesian analysis"
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Bayesian analysis
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Smith, Simon C.
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Timmermann, Allan
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ECONIS (ZBW)
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1
Equity premium estimates from economic fundamentals under structural breaks
Smith, Simon C.
- In:
International review of financial analysis
52
(
2017
),
pp. 49-61
Persistent link: https://www.econbiz.de/10011868696
Saved in:
2
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:
3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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4
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:
5
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
6
Breaks in the Phillips curve : evidence from panel data
Smith, Simon C.
;
Timmermann, Allan
;
Wright, Jonathan H.
-
2023
-
Draft: March 25, 2023
Persistent link: https://www.econbiz.de/10014284088
Saved in:
7
Factor selection and structural breaks
Chib, Siddhartha
;
Smith, Simon C.
-
2024
-
Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696
Saved in:
8
International stock return predictability
Smith, Simon C.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Saved in:
9
Breaks in the Phillips curve : evidence from panel data
Smith, Simon C.
;
Timmermann, Allan
;
Wright, Jonathan H.
-
2025
Persistent link: https://www.econbiz.de/10015372733
Saved in:
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