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208
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ECONIS (ZBW)
374
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1
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
Saved in:
2
Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan
- In:
The Scandinavian journal of economics
95
(
1993
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10001142623
Saved in:
3
[Rezension von: Gourieroux, Christian, ...,, Financial econometrics]
Timmermann, Allan
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 597-598
Persistent link: https://www.econbiz.de/10001789423
Saved in:
4
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
5
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
6
Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan
- In:
Journal of applied econometrics
10
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
Saved in:
7
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan
- In:
Nationaløkonomisk tidsskrift
131
(
1993
)
3
,
pp. 374-389
Persistent link: https://www.econbiz.de/10001156688
Saved in:
8
Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
425
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001165214
Saved in:
9
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
Saved in:
10
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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