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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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Real time econometrics
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153306
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013263441
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Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360331
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Learning, structural instability and present value calculations
Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003328204
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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/10003851191