//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Timmermann, Allan"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
16
Prognoseverfahren
16
Theorie
11
Theory
11
Capital income
7
Kapitaleinkommen
7
Bayes-Statistik
5
Bayesian inference
5
Economic forecast
5
Estimation
5
Schätzung
5
Wirtschaftsprognose
5
Portfolio selection
4
Portfolio-Management
4
Structural break
4
Strukturbruch
4
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
CAPM
3
Forecast
3
Investment Fund
3
Investmentfonds
3
Prognose
3
Share price
3
Bayesian analysis
2
Bayesian estimation
2
Business cycle
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Performance measurement
2
Performance-Messung
2
Regression analysis
2
Regressionsanalyse
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
USA
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
26
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
28
Collection of articles of several authors
2
Sammelwerk
2
Konferenzschrift
1
Language
All
English
Author
All
Timmermann, Allan
Phillips, Peter C. B.
66
Linton, Oliver
46
Stulz, René M.
37
Lee, Lung-fei
35
Ghysels, Eric
33
Taylor, Robert
32
Li, Qi
30
Aït-Sahalia, Yacine
29
Robinson, Peter M.
29
Bollerslev, Tim
28
Su, Liangjun
28
Park, Joon Y.
27
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Gao, Jiti
25
Todorov, Viktor
25
White, Halbert
25
Gouriéroux, Christian
24
Yu, Jun
24
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Harvey, Campbell R.
22
Renault, Eric
22
Schmidt, Peter
22
McAleer, Michael
21
Tauchen, George Eugene
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Bai, Jushan
19
Ng, Serena
19
Shleifer, Andrei
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Hausman, Jerry A.
18
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial economics
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of finance : the journal of the American Finance Association
6
Journal of economic dynamics & control
5
The review of financial studies
5
Economics letters
4
The economic journal : the journal of the Royal Economic Society
4
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
The review of economic studies
3
Annual review of financial economics
2
Econometric theory
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Journal of the American Statistical Association : JASA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of business : B
2
Annals of finance
1
Annual review of economics
1
Covid economics : vetted and real-time papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy : a European forum
1
Economica
1
European finance review : the official journal of the European Finance Association
1
IMF staff papers
1
International economic review
1
Journal of banking & finance
1
Journal of development economics
1
Journal of economic literature
1
Journal of investment management : JOIM
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Swedish House of Finance research paper
1
The American economic review
1
The Manchester School
1
The Scandinavian journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
3
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
4
Conditional rotation between forecasting models
Zhu, Yinchu
;
Timmermann, Allan
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
Saved in:
5
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:
6
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
7
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:
8
Network centrality and delegated investment performance
Rossi, Alberto
;
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
Saved in:
9
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:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->