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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Timmermann, Allan"
~subject:"Optimale Besteuerung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Optimale Besteuerung
Prognoseverfahren
Risk
Theorie
60
Theory
60
Forecasting model
31
Capital income
16
Kapitaleinkommen
16
Börsenkurs
12
Share price
12
Estimation
9
Schätzung
9
Time series analysis
8
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8
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7
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7
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7
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7
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6
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4
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3
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3
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3
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3
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Article
29
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2
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Article in journal
Survey
Aufsatz in Zeitschrift
Reprint
Arbeitspapier
40
Working Paper
40
Graue Literatur
37
Non-commercial literature
37
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4
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31
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Timmermann, Allan
Gupta, Rangan
41
Aronsson, Thomas
38
Clements, Michael P.
38
Eeckhoudt, Louis R.
38
Pestieau, Pierre
37
Cremer, Helmuth
36
Gollier, Christian
34
Franses, Philip Hans
32
Diebold, Francis X.
28
Gahvari, Firouz
28
Petropoulos, Fotios
28
Boadway, Robin W.
25
Marcellino, Massimiliano
25
Pierdzioch, Christian
24
Wang, Ruodu
24
Wang, Yudong
24
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Hyndman, Rob J.
22
Fildes, Robert
21
Hendry, David F.
21
Viscusi, W. Kip
21
Denuit, Michel
20
Moosa, Imad A.
20
Satchell, Stephen
18
Tuomala, Matti
18
Armstrong, Jon Scott
17
Assimakopoulos, V.
17
Clark, Todd E.
17
Kit, Pong Wong
17
Kourentzes, Nikolaos
17
Babai, M. Zied
16
Blomquist, Nils Sören
16
Bovenberg, Ary Lans
16
Brett, Craig
16
Chavas, Jean-Paul
16
Epstein, Larry G.
16
Koop, Gary
16
Sjögren, Tomas
16
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International journal of forecasting
8
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
3
The review of economic studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
International economic review
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
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ECONIS (ZBW)
31
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1
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10
of
31
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date (oldest first)
1
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
6
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
8
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
9
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
10
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
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