Browsing All of EconStor by Author Timmermann, Allan
Showing results 1 to 19 of 19
| Year of Publication | Title | Author(s) |
| 2001 | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities | Pérez Quirós, Gabriel; Timmermann, Allan |
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks | Timmermann, Allan; Pesaran, M. Hashem |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? | Timmermann, Allan; Pesaran, M. Hashem |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks | Timmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem |
| 2004 | Real Time Econometrics | Pesaran, M. Hashem; Timmermann, Allan |
| 2004 | Forecasting time series subject to multiple structural breaks | Timmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem |
| 2004 | Real Time Econometrics | Pesaran, Mohammad Hashem; Timmermann, Allan |
| 2005 | Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis | Kosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal |
| 2006 | Learning, structural instability and present value calculations | Pesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan |
| 2006 | Testing dependence among serially correlated multi-category variables | Pesaran, Mohammad Hashem; Timmermann, Allan |
| 2006 | Testing dependence among serially correlated multi-category variables | Pesaran, Mohammad Hashem; Timmermann, Allan |
| 2006 | Learning, structural instability and present value calculations | Pesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan |
| 2009 | Variable selection and inference for multi-period forecasting problems | Pesaran, Mohammad Hashem; Pick, Andreas; Timmermann, Allan |
| 2010 | Forecast combinations | Aiolfi, Marco; Capistrán, Carlos; Timmermann, Allan |
| 2010 | Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average? | Genre, Véronique; Kenny, Geoff; Meyler, Aidan; Timmermann, Allan |
| 2012 | The cross-section of conditional mutual fund performance in European stock markets | Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; Wermers, Russ |
| 2014 | Runs on money market mutual funds | Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ |
| 2015 | Network centrality and pension fund performance | Rossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ |
| 2022 | Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity | Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan |
