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Timmermann, Allan
63
Guidolin, Massimo
11
Pesaran, M.Hashem
6
Blake, David
4
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4
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3
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3
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3
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3
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3
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3
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2
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Journal of econometrics
13
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of finance : the journal of the American Finance Association
5
Journal of economic dynamics & control
4
Journal of empirical finance
3
Nationaløkonomisk tidsskrift
3
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2
Journal of the American Statistical Association : JASA
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The economic journal : the journal of the Royal Economic Society
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The review of economic studies
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Econometric theory
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Economic policy : a European forum
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IMF staff papers
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 285-308
Persistent link: https://www.econbiz.de/10006747791
Saved in:
2
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 183-218
Persistent link: https://www.econbiz.de/10006750357
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3
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10006756218
Saved in:
4
Present value models with feedback: Solutions, stability, bubbles, and some empirical evidence
Timmermann, Allan
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1093-1120
Persistent link: https://www.econbiz.de/10006804541
Saved in:
5
Asset Allocation Dynamics and Pension Fund Performance
Blake, David
;
Lehmann, Bruce N.
;
Timmermann, Allan
- In:
The journal of business : B
72
(
1999
)
4
,
pp. 429-462
Persistent link: https://www.econbiz.de/10006049015
Saved in:
6
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING
Elliott, Graham
;
Timmermann, Allan
- In:
International economic review
46
(
2005
)
4
,
pp. 1081-1102
Persistent link: https://www.econbiz.de/10006013988
Saved in:
7
International Asset Allocation with Time-Varying Investment Opportunities
Timmermann, Allan
;
Blake, David
- In:
The journal of business : B
78
(
2005
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10006017062
Saved in:
8
ARTICLES - Firm Size and Cyclical Variations in Stock Returns
Perez-Quiros, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10006569688
Saved in:
9
ARTICLES - Data-Snooping, Technical Trading Rule Performance, and the Bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
Persistent link: https://www.econbiz.de/10006573210
Saved in:
10
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10008706032
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