Browsing All of EconStor by Author Timmermann, Allan

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Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2001 Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densitiesPérez Quirós, Gabriel; Timmermann, Allan
2003 Small Sample Properties of Forecasts from Autoregressive Models under Structural BreaksTimmermann, 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 BreaksTimmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem
2004 Real Time EconometricsPesaran, Mohammad Hashem; Timmermann, Allan
2004 Real Time EconometricsPesaran, M. Hashem; Timmermann, Allan
2004 Forecasting time series subject to multiple structural breaksTimmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem
2005 Can mutual fund stars really pick stocks? New evidence from a bootstrap analysisKosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2006 Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006 Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2009 Variable selection and inference for multi-period forecasting problemsPesaran, Mohammad Hashem; Pick, Andreas; 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
2010 Forecast combinationsAiolfi, Marco; Capistrán, Carlos; Timmermann, Allan
2012 The cross-section of conditional mutual fund performance in European stock marketsBanegas, Ayelen; Gillen, Ben; Timmermann, Allan; Wermers, Russ
2014 Runs on money market mutual fundsSchmidt, Lawrence; Timmermann, Allan; Wermers, Russ
2015 Network centrality and pension fund performanceRossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ