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ECONIS (ZBW)
172
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1
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:
2
Economic forecasting
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of economic literature
46
(
2008
)
1
,
pp. 3-56
Persistent link: https://www.econbiz.de/10003680164
Saved in:
3
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:
4
Optimal forecast combination under regime switching
Elliott, Graham
;
Timmermann, Allan
- In:
International economic review
46
(
2005
)
4
,
pp. 1081-1102
Persistent link: https://www.econbiz.de/10003272690
Saved in:
5
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:
6
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
7
Forecasting in economics and finance
Elliott, Graham
;
Timmermann, Allan
- In:
Annual review of economics
8
(
2016
),
pp. 81-110
Persistent link: https://www.econbiz.de/10011743161
Saved in:
8
Global identification of the semiparametric BoxCox model
Komunjer, Ivana
- In:
Economics letters
104
(
2009
)
2
,
pp. 53-56
Persistent link: https://www.econbiz.de/10003870156
Saved in:
9
Asymmetric power distribution : theory and applications to risk measurement
Komunjer, Ivana
- In:
Journal of applied econometrics
22
(
2007
)
5
,
pp. 891-921
Persistent link: https://www.econbiz.de/10003550890
Saved in:
10
Global identification in nonlinear models with moment restrictions
Komunjer, Ivana
- In:
Econometric theory
28
(
2012
)
4
,
pp. 719-729
Persistent link: https://www.econbiz.de/10009669750
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