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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1/2, pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 150 (2009) 2, pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
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Moments of Markov switching models
Timmermann, Allan - In: Journal of econometrics 96 (2000) 1, pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
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Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: Journal of econometrics 105 (2001) 1, pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - In: Journal of econometrics 103 (2001) 1/2, pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - In: Journal of econometrics 122 (2004) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10002136491
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Dynamic econometric modeling and forecasting in the presence of instability
Timmermann, Allan; Dijk, Herman K. van - In: Journal of econometrics 177 (2013) 2, pp. 131-133
Persistent link: https://www.econbiz.de/10010254883
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Complete subset regressions
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of econometrics 177 (2013) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
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Dynamic econometric modeling and forecasting
Timmermann, Allan (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010255249
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Annals issue on forecasting : [... conference titled "Forecasting in Rio", held ... Rio de Janeiro, Brazil, in July 2008]
Issler, João Victor (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009270385