Suchergebnisse - Timmermann, Allan 1964-

Learning, structural instability and present value calculations: [... presented at the 8th Bundesbank spring conference (May 2006) on "New developments in Economic Forecasting"]

von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

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Real time econometrics

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Forecasting time series subject to multiple structural breaks

von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

Variable selection and inference for multi-period forecasting problems

von Pesaran, M. Hashem 1946-, Pick, Andreas, Timmermann, Allan 1964-

Learning, structural instability and present value calculations

von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

Testing dependence among serially correlated multi-category variables

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Online lesen (frei zugänglich)

How costly is it to ignore breaks when forecasting the direction of a time series?

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Small sample properties of forecasts from autoregressive models under structural breaks

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Economic forecasting

von Elliott, Graham 1965-, Timmermann, Allan 1964-

Inhaltsverzeichnis

Optimal forecast combination under regime switching

von Elliott, Graham 1965-, Timmermann, Allan 1964-

Estimating loss function pararmeters

von Elliott, Graham 1965-, Komunjer, Ivana, Timmermann, Allan 1964-

Small sample properties of forecasts from autoregressive models under structural breaks

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

International asset allocation with time-varying investment opportunities

von Timmermann, Allan 1964-, Blake, David 1954-

Option prices under Bayesian learning: implied volatility dynamics and predictive densities

von Guidolin, Massimo 1968-, Timmermann, Allan 1964-

Forecast evaluation with shared data sets

von Sullivan, Ryan, Timmermann, Allan 1964-, White, Halbert 1950-2012

Performance measurement using multiple asset class portfolio data: a study of UK pension funds

von Blake, David, Lehmann, Bruce Neal 1955-2018, Timmermann, Allan 1964-

Working paper series

Band 40 - Variance bounds and excess volatility

von Timmermann, Allan 1964-

Forecasts of US short-term interest rates: a flexible forecast combination approach

von Guidolin, Massimo 1968-, Timmermann, Allan 1964-

Learning in real time: theory and empirical evidence from the term structure of survey forecasts

von Patton, Andrew J. 1976-, Timmermann, Allan 1964-

Testing dependence among serially correlated multi-category variables

von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-