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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
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Real time econometrics
Pesaran, M. Hashem; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002122625
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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The ET interview : Professor Hashem Pesaran
Pesaran, M. Hashem (interviewee);  … - In: Econometric theory 35 (2019) 4, pp. 685-728
Persistent link: https://www.econbiz.de/10012386850
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013165978
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10013424426
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Forecast combinations
Timmermann, Allan - 2005
Persistent link: https://www.econbiz.de/10003294317
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Forecasting methods in finance
Timmermann, Allan - 2018
Persistent link: https://www.econbiz.de/10011884437
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Forecasting methods in finance
Timmermann, Allan - In: Annual review of financial economics 10 (2018), pp. 449-479
Persistent link: https://www.econbiz.de/10011959903
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Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250