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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Timmermann, Allan"
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1
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
2
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
Saved in:
3
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
4
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
Saved in:
5
The use of recursive model selection strategies in
forecasting
stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
6
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
Saved in:
7
An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914266
Saved in:
8
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
9
How stable are financial prediction models? : Evidence from US and international stock market data
Paye, Bradley S.
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001752971
Saved in:
10
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001683587
Saved in:
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