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Timmermann, Allan
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1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
Conditional rotation between forecasting models
Zhu, Yinchu
;
Timmermann, Allan
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
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
Dynamic econometric modeling and forecasting in the presence of instability
Timmermann, Allan
;
Dijk, Herman K. van
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 131-133
Persistent link: https://www.econbiz.de/10010254883
Saved in:
5
Annals issue on forecasting : [... conference titled "Forecasting in Rio", held ... Rio de Janeiro, Brazil, in July 2008]
Issler, João Victor
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009270385
Saved in:
6
Estimation and testing of forecast rationality under flexible loss
Elliott, Graham
;
Komunjer, Ivana
;
Timmermann, Allan
- In:
The review of economic studies
72
(
2005
)
4
,
pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820
Saved in:
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