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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - In: The review of economic studies 63 (1996) 4, pp. 523-557
Persistent link: https://www.econbiz.de/10001209241
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - In: The review of economic studies 73 (2006) 4, pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820
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Statistical inference in instrumental variables regression with I(1) processes
Phillips, Peter C. B. - In: The review of economic studies 57 (1990) 1, pp. 99-125
Persistent link: https://www.econbiz.de/10001085022
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Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 253, pp. 1107-1126
Persistent link: https://www.econbiz.de/10007638911
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Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
Timmermann, Allan - In: The review of economic studies 63 (1996) 217, pp. 523-558
Persistent link: https://www.econbiz.de/10007706679