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Forecasting time series subject to multiple structural breaks

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004

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Real time econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2004

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Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

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The ET interview : Professor Hashem Pesaran

Pesaran, M. Hashem (interviewee); … - In: Econometric theory 35 (2019) 4, pp. 685-728

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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022

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Small sample properties of forecasts from autoregressive models under structural breaks

Pesaran, M. Hashem; Timmermann, Allan - 2004

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Forecasting methods in finance

Timmermann, Allan - 2018

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Forecasting methods in finance

Timmermann, Allan - In: Annual review of financial economics 10 (2018), pp. 449-479

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Annals issue on forecasting — guest editors’ introduction

Issler, João Victor; Linton, Oliver; Timmermann, Allan - 2011

A conference titled 'Forecasting in Rio' was held at the Graduate School of Economics of Getulio Vargas Foundation, Rio de Janeiro, Brazil, in July 2008 to focus on most recent developments in forecasting. One of the papers presented during the conference was titled, 'Predictability of Stock...

Persistent link: https://www.econbiz.de/10009439476

Cash Flow News and Stock Price Dynamics

PETTENUZZO, DAVIDE; SABBATUCCI, RICCARDO; TIMMERMANN, ALLAN - In: The Journal of Finance 75 (2020) 4, pp. 2221-2270

Persistent link: https://www.econbiz.de/10012282912