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institution:"Reserve Bank of New Zealand"
~institution:"Birkbeck College / Department of Economics"
~institution:"Europäische Kommission / Statistisches Amt"
~institution:"Konjunkturforschungsstelle <Zürich>"
~person:"Timmermann, Allan"
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Search: subject_exact:"Prediction model"
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Forecasting model
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Timmermann, Allan
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Reserve Bank of New Zealand
Birkbeck College / Department of Economics
Europäische Kommission / Statistisches Amt
Konjunkturforschungsstelle <Zürich>
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Discussion paper in financial economics : FE
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Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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3
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
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