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The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000147745

The statistical and economic significance of the predictability of excess returns of common stocks

Pesaran, M. Hashem; Timmermann, Alan G. - 1990

Persistent link: https://www.econbiz.de/10000130935

Forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1992

Persistent link: https://www.econbiz.de/10000137149

Predictability of stock returns : robustness and economic significance

Pesaran, M. Hashem; Timmermann, Allan - 1995

Persistent link: https://www.econbiz.de/10000914280

A recursive modelling approach to predicting UK stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1999

Persistent link: https://www.econbiz.de/10001379445

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000924261

Market timing and return prediciton under model instability

Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510

Persistent link: https://www.econbiz.de/10001712014

Market timing and return prediction under model instability

Pesaran, M. Hashem; Timmermann, Allan - 2002

Persistent link: https://www.econbiz.de/10001662209

Model instability and choice of observation window

Pesaran, M. Hashem; Timmermann, Allan - 1999

Persistent link: https://www.econbiz.de/10001412208

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...

Persistent link: https://www.econbiz.de/10002734112