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~subject:"Institutioneller Investor"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Timmermann, Allan"
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Institutioneller Investor
Theory
Theorie
60
Forecasting model
55
Prognoseverfahren
55
Capital income
30
Kapitaleinkommen
30
Börsenkurs
26
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26
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18
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18
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16
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16
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16
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16
Portfolio selection
14
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14
Structural break
11
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Article
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Aufsatz in Zeitschrift
Arbeitspapier
92
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92
Graue Literatur
84
Non-commercial literature
84
Article in journal
65
Aufsatzsammlung
4
Collection of articles of several authors
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Sammelwerk
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Aufsatz im Buch
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Timmermann, Allan
65
Pesaran, M. Hashem
8
Guidolin, Massimo
6
Pettenuzzo, Davide
6
Elliott, Graham
5
Blake, David
4
White, Halbert
4
Gargano, Antonio
3
Patton, Andrew J.
3
Satchell, Stephen
3
Sullivan, Ryan
3
Wermers, Russ
3
Brown, Stephen J.
2
Capistrán Carmona, Carlos
2
Hendry, David F.
2
Miles, David
2
Reade, J. James
2
Valkanov, Rossen I.
2
Zhu, Yinchu
2
Ang, Andrew
1
Dijk, Herman K. van
1
Granger, C. W. J.
1
Hansen, Peter Reinhard
1
Kapur, Sandeep
1
Komunjer, Ivana
1
Kosowski, Robert L.
1
Lehmann, Bruce Neal
1
Liu, Jun
1
Lunde, Asger
1
Pérez-Quirós, Gabriel
1
Qu, Ritong
1
Rossi, Alberto
1
Schmidt, Lawrence
1
Smith, Simon C.
1
Tonks, Ian
1
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Journal of econometrics
10
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
4
Economics letters
3
Journal of forecasting
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Annual review of financial economics
1
Econometric reviews
1
Econometric theory
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
Información comercial española / Cuadernos económicos
1
International economic review
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of investment management : JOIM
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Nationaløkonomisk tidsskrift
1
The American economic review
1
The Manchester School
1
The Scandinavian journal of economics
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ECONIS (ZBW)
65
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1
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10
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65
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1
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
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
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
5
Runs on money market mutual funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
- In:
The American economic review
106
(
2016
)
9
,
pp. 2625-2657
Persistent link: https://www.econbiz.de/10011582095
Saved in:
6
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:
7
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
8
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
9
Decentralization in pension fund management
Blake, David
;
Rossi, Alberto
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of investment management : JOIM
13
(
2015
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011635341
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:
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