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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
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Elusive return predictability
Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
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Elusive return predictability: reply to the discussion
Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 29-30
Persistent link: https://www.econbiz.de/10003661200
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen - In: International journal of forecasting 11 (1995) 3, pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
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Forecast evaluation with shared data sets
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: International journal of forecasting 19 (2003) 2, pp. 217-227
Persistent link: https://www.econbiz.de/10001764884
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Reply to the discussion of Elusive Return Predictability
Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 29-30
Persistent link: https://www.econbiz.de/10007911043
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Elusive return predictability
Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10007911046
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M.Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-426
Persistent link: https://www.econbiz.de/10006962947
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Efficient market hypothesis and forecasting
Timmermann, Allan; Granger, Clive W.J. - In: International journal of forecasting 20 (2004) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10006965203
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Forecast evaluation with shared data sets
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: International journal of forecasting 19 (2003) 2, pp. 217-228
Persistent link: https://www.econbiz.de/10006969349