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Forecasting stock returns under economic constraints

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013

Persistent link: https://www.econbiz.de/10009734264

Forecasting time series subject to multiple structural breaks

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004

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Gains from switching between forecasts

Timmermann, Allan; Zhu, Yinchu - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 99-116). 2022

Persistent link: https://www.econbiz.de/10013201834

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

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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

Comparing forecasting performance with panel data

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: International journal of forecasting 40 (2024) 3, pp. 918-941

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

Guidolin, Massimo - 2001

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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022

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Handbook of economic forecasting ; Volume 2

Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013 - 1. ed.

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...

Persistent link: https://www.econbiz.de/10012254696