Allan Timmermann
University of California, San Diego
H-index: 81
North America-United States
Top articles of Allan Timmermann
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity | arXiv preprint arXiv:2404.11198 | M Hashem Pesaran Andreas Pick Allan Timmermann | 2024/4/17 |
Comment on Cakici, Fieberg, Neumaier, Poddig, and Zaremba: Pockets of predictability: A replication | Fieberg, Neumaier, Poddig, and Zaremba: Pockets of predictability: A replication (February 5, 2024) | Leland E Farmer Lawrence Schmidt Allan Timmermann | 2024/2/5 |
Search and predictability of prices in the housing market | Management Science | Stig Vinther Møller Thomas Pedersen Erik Christian Montes Schütte Allan Timmermann | 2024/1 |
Predictive modeling of financial data | Journal of Econometrics | Torben G Andersen Robert Taylor Allan Timmermann Dacheng Xiu | 2023/12 |
Pockets of predictability | The Journal of Finance | Leland E Farmer Lawrence Schmidt Allan Timmermann | 2023/6 |
The association between mental disorders and subsequent years of working life: a Danish population-based cohort study | The Lancet Psychiatry | Oleguer Plana-Ripoll Nanna Weye Ann Kristin Knudsen Christian Hakulinen Kathrine Bang Madsen | 2023/1/1 |
Comparing forecasting performance in cross-sections | Journal of econometrics | Ritong Qu Allan Timmermann Yinchu Zhu | 2023/12/1 |
Breaks in the Phillips Curve: Evidence from Panel Data | Simon Smith Allan Timmermann Jonathan H Wright | 2023/4/24 | |
Scale economies, bargaining power, and investment performance: evidence from pension plans | Bargaining Power, and Investment Performance: Evidence from Pension Plans (November 15, 2023) | Tjeerd De Vries S Yanki Kalfa Allan Timmermann Russ Wermers | 2023/11/15 |
Warp Speed Price Moves: Jumps after Earnings Announcements | Available at SSRN 4422376 | Kim Christensen Allan Timmermann Bezirgen Veliyev | 2023/4/5 |
Comparing forecasting performance with panel data | International journal of forecasting | Ritong Qu Allan Timmermann Yinchu Zhu | 2023/9/22 |
Payout suspensions during the Covid-19 pandemic | Economics letters | Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann | 2023/3/1 |
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model | Journal of econometrics | Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann | 2023/8/1 |
Perspectives on environment and health research in Denmark | Scandinavian Journal of Public Health | Henriette T Horsdal Marianne G Pedersen Jörg Schullehner Cecilie S Østergaard John J Mcgrath | 2023/6/6 |
Hiroaki Kaido | Japanese Economic Review | Ivana Komunjer Dimitris Politis Andres Santos Allan Timmermann Rossen Valkanov | 2023 |
Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling | Alexander Chudik Cheng Hsiao Allan Timmermann | 2022/1/18 | |
Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology | Alexander Chudik Cheng Hsiao Allan Timmermann | 2022/1/18 | |
Conditional rotation between forecasting models | Journal of econometrics | Yinchu Zhu Allan Timmermann | 2022/12/1 |
Gains from Switching Between Forecasts | Allan Timmermann Yinchu Zhu | 2022/1/18 | |
Have risk premia vanished? | Journal of Financial Economics | Simon C Smith Allan Timmermann | 2022/8/1 |
Co-Authors
M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
University of Southern California
