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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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Forecast combinations
Timmermann, Allan - 2005
Persistent link: https://www.econbiz.de/10003294317
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Forecast combinations
Timmermann, Allan - 2006
Persistent link: https://www.econbiz.de/10003338394
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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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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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Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Testable implications for forecast optimality
Patton, Andrew J. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814634
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Forecast Combinations
Aiolfi, Marco; Capistrán Carmona, Carlos; Timmermann, Allan - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882017