The following pages link to Allan G. Timmermann (Q1327873):
Displayed 45 items.
- Complete subset regressions (Q134090) (← links)
- (Q193466) (redirect page) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Persistence in forecasting performance and conditional combination strategies (Q291843) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Completion time structures of stock price movements (Q665544) (← links)
- Present value models with feedback (Q671895) (← links)
- A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
- Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- A generalization of the non-parametric Henriksson-Merton test of market timing (Q1327874) (← links)
- Optimal properties of exponentially weighted forecasts in the presence of different information sources (Q1331519) (← links)
- Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence (Q1342432) (← links)
- Why do dividend yields forecast stock returns? (Q1342680) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- Moments of Markov switching models (Q1973430) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks'' (Q2116352) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
- (Q2857562) (← links)
- Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach (Q3089157) (← links)
- (Q3099633) (← links)
- Estimation and Testing of Forecast Rationality under Flexible Loss (Q3371166) (← links)
- Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
- Testing Forecast Optimality Under Unknown Loss (Q3632579) (← links)
- (Q3838968) (← links)
- Data mining with local model specification uncertainty: a discussion of Hoover and Perez (Q4488937) (← links)
- Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (Q4614327) (← links)
- Mutual Fund Performance: Evidence from the UK (Q4939317) (← links)
- THE ET INTERVIEW: PROFESSOR HASHEM PESARAN (Q4967791) (← links)
- Testing Dependence Among Serially Correlated Multicategory Variables (Q5256128) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (Q5689652) (← links)
- REAL-TIME ECONOMETRICS (Q5697632) (← links)
- Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (Q5939175) (← links)
- Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
- Comparing forecasting performance in cross-sections (Q6090568) (← links)
- Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)