Browsing by Author Timmermann, Allan
Showing results 1 to 7 of 7
| Preview | Issue Date | Title | Author(s) |
 | Jun-2004 | Forecasting Time Series Subject to Multiple Structural Breaks | Pesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan |
 | 16-Jun-2004 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? | Pesaran, M Hashem; Timmermann, Allan |
 | 14-Mar-2006 | Learning, Structural Instability and Present Value Calculations | Pesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan |
 | Jun-2004 | Real Time Econometrics | Pesaran, M Hashem; Timmermann, Allan |
 | 16-Jun-2004 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks | Pesaran, M Hashem; Timmermann, Allan |
 | Jul-2006 | Testing Dependence Among Serially Correlated Multi-category Variables | Pesaran, M Hashem; Timmermann, Allan |
 | Jan-2009 | Variable Selection and Inference for Multi-period Forecasting Problems | Pesaran, M Hashem; Pick, Andreas; Timmermann, Allan |
Showing results 1 to 7 of 7
