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person:"Stock, James H."
subject:"USA"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Timmermann, Allan"
~subject:"Time series analysis"
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Stock, James H.
Timmermann, Allan
Granger, C. W. J.
15
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Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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2
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
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3
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
4
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
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