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  • Search: subject:"small sample properties of forecasts"
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Year of publication
Subject
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autoregression 5 small sample properties of forecasts 5 structural breaks 5 RMSFE 4 Autocorrelation 1 Autokorrelation 1 Forecasting model 1 Prognoseverfahren 1 Structural break 1 Strukturbruch 1 msfe 1 rolling window estimator 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4 Undetermined 1
Author
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Pesaran, M. Hashem 3 Timmermann, Allan 3 Pesaran, M Hashem 1 Pesaran, M.H. 1 Timmermann, A. 1 Timmermann, Allan G 1
Institution
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C.E.P.R. Discussion Papers 1 CESifo 1 Faculty of Economics, University of Cambridge 1
Published in...
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CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1
Source
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RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
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Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
Timmermann, Allan; Pesaran, M. Hashem - 2003
analysis of small-sample properties of forecasts from general autoregressive models under a structural break. Our approach is …
Persistent link: https://www.econbiz.de/10010315778
Saved in:
Cover Image
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
Pesaran, M.H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 2003
analysis of small-sample properties of forecasts from general autoregressive models under a structural break. Our approach is …
Persistent link: https://www.econbiz.de/10005783863
Saved in:
Cover Image
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
Timmermann, Allan; Pesaran, M. Hashem - CESifo - 2003
analysis of small-sample properties of forecasts from general autoregressive models under a structural break. Our approach is …
Persistent link: https://www.econbiz.de/10005181639
Saved in:
Cover Image
Small sample properties of forecasts from autoregressive models under structural breaks
Timmermann, Allan; Pesaran, M. Hashem - 2003
analysis of small-sample properties of forecasts from general autoregressive models under a structural break. Our approach is …
Persistent link: https://www.econbiz.de/10011508088
Saved in:
Cover Image
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
Pesaran, M Hashem; Timmermann, Allan G - C.E.P.R. Discussion Papers - 2004
This Paper develops a theoretical framework for the analysis of small sample properties of forecasts from general …
Persistent link: https://www.econbiz.de/10005123678
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