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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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Specification testing in Markov-switching time-series models
Hamilton, James D. - 1995
Persistent link: https://www.econbiz.de/10000929609
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914280
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.; Susmel, Raul - 1993
Persistent link: https://www.econbiz.de/10000877974
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001574558
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An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914266
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What do the leading indicators lead?
Hamilton, James D.; Pérez-Quirós, Gabriel - 1995
Persistent link: https://www.econbiz.de/10000915844
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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
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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - 2002
Persistent link: https://www.econbiz.de/10001683587