Learning, structural instability and present value calculations [... presented at the 8th Bundesbank spring conference (May 2006) on "New developments in Economic Forecasting"] von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

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Economic forecasting von Elliott, Graham 1965-, Timmermann, Allan 1964-

Inhaltsverzeichnis

Real time econometrics von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Forecasting time series subject to multiple structural breaks von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

Optimal forecast combination under regime switching von Elliott, Graham 1965-, Timmermann, Allan 1964-

Estimating loss function pararmeters von Elliott, Graham 1965-, Komunjer, Ivana, Timmermann, Allan 1964-

Small sample properties of forecasts from autoregressive models under structural breaks von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

International asset allocation with time-varying investment opportunities von Timmermann, Allan 1964-, Blake, David 1954-

Option prices under Bayesian learning implied volatility dynamics and predictive densities von Guidolin, Massimo 1968-, Timmermann, Allan 1964-

Forecast evaluation with shared data sets von Sullivan, Ryan, Timmermann, Allan 1964-, White, Halbert 1950-2012

Performance measurement using multiple asset class portfolio data a study of UK pension funds von Blake, David, Lehmann, Bruce Neal 1955-2018, Timmermann, Allan 1964-

Working paper series von Timmermann, Allan 1964-

Variable selection and inference for multi-period forecasting problems von Pesaran, M. Hashem 1946-, Pick, Andreas, Timmermann, Allan 1964-

Economic forecasting von Elliott, Graham 1965-, Timmermann, Allan 1964-

Testing dependence among serially correlated multi-categoy variables von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Learning, structural instability and present value calculations von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

Forecast combinations von Timmermann, Allan 1964-

Country and industry factors in stock returns a regime switching approach von Catão, Luis, Timmermann, Allan 1964-

Small sample properties of forecasts from autoregressive models under structural breaks von Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

Forecasting time series subject to multiple structural breaks von Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-