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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208
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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - 2002
Persistent link: https://www.econbiz.de/10001683587
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An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914266