Allan Timmermann

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Discussion Papers

DP5361 17 November 2005 Forecast Combinations
Author(s): Allan Timmermann
DP4649 23 October 2004 Optimal Forecast Combination Under Regime Switching
Author(s): Allan Timmermann, Graham Elliott
DP4636 23 September 2004 Forecasting Time Series Subject to Multiple Structural Breaks
Author(s): M Hashem Pesaran, Allan Timmermann, Davide Pettenuzzo
DP4645 23 September 2004 Term Structure of Risk Under Alternative Econometric Specifications
Author(s): Allan Timmermann, Massimo Guidolin
DP4401 23 June 2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
Author(s): M Hashem Pesaran, Allan Timmermann

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