Browsing All of EconStor by Author Timmermann, Allan


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