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~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Timmermann, Allan"
~source:"econis"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Timmermann, Allan
Phillips, Peter C. B.
41
Linton, Oliver
22
Lee, Lung-fei
19
Gouriéroux, Christian
18
Yannelis, Nicholas C.
18
Ghysels, Eric
17
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17
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17
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16
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16
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15
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15
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15
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15
Tauchen, George Eugene
15
Diebold, Francis X.
14
Herings, Peter Jean-Jacques
14
Hsiao, Cheng
14
Schmidt, Peter
14
Aït-Sahalia, Yacine
13
Chib, Siddhartha
13
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13
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13
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
4
The economic journal : the journal of the Royal Economic Society
4
Economics letters
3
Journal of financial economics
3
Journal of forecasting
3
The review of economic studies
3
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Annual review of financial economics
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy : a European forum
1
Economica
1
European finance review : the official journal of the European Finance Association
1
Handbooks in economics
1
International economic review
1
Journal of applied econometrics
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
The American economic review
1
The Manchester School
1
The Scandinavian journal of economics
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ECONIS (ZBW)
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1
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:
2
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
3
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:
4
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:
5
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
6
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
7
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Saved in:
8
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10002136491
Saved in:
9
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
10
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
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