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~person:"Timmermann, Allan"
~subject:"Theorie"
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Timmermann, Allan
Scott, Andrew
37
Patton, Andrew J.
34
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9
John, Andrew
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Marcet, Albert
9
John, Alun Andrew
8
Bollerslev, Tim
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Ellison, Martin
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Granger, C. W. J.
4
Oh, Dong Hwan
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Oikonomou, Rigas
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Chen, Rui
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Li, Jia
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Yi, Kei-Mu
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1
Testable implications for forecast optimality
Patton, Andrew J.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814634
Saved in:
2
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
3
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
4
Testing forecast otimality under unknown loss
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1172-1184
Persistent link: https://www.econbiz.de/10003625329
Saved in:
5
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
6
Properties of optimal forecasts
Patton, Andrew J.
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797250
Saved in:
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