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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Koop, Gary"
~person:"Timmermann, Allan"
~source:"econis"
~subject:"Capital income"
~subject:"Time series analysis"
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Koop, Gary
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ECONIS (ZBW)
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
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1998
Persistent link: https://www.econbiz.de/10000676438
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2
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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3
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
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4
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
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5
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
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