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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem; Timmermann, Allan - 1990
Persistent link: https://www.econbiz.de/10000805460
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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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
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000614563
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Non-nested hypothesis testing : an overview
Pesaran, M. Hashem; Weeks, Melvyn - 1999
Persistent link: https://www.econbiz.de/10001441731
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On aggregation of linear dynamic models
Pesaran, M. Hashem - 1999
Persistent link: https://www.econbiz.de/10001441734
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsaio, Cheng; Pesaran, M. Hashem - 2000
Persistent link: https://www.econbiz.de/10001492665
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The cost efficiency of UK debt management : a recursive modelling approach
Coe, Patrick J.; Pesaran, M. Hashem; Vahey, Shaun P. - 2000
Persistent link: https://www.econbiz.de/10001492678
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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454