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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M.Hashem; Timmermann, Allan - In: Journal of econometrics 129 (2005) 1, pp. 183-218
Persistent link: https://www.econbiz.de/10006750357
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Selection of estimation window in the presence of breaks
Pesaran, M.Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10007596838
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Cointegration and speed of convergence to equilibrium
Pesaran, M.Hashem; Shin, Yongcheol - In: Journal of econometrics 71 (1996) 1-2, pp. 117-144
Persistent link: https://www.econbiz.de/10006794483
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Impulse response analysis in nonlinear multivariate models
Koop, Gary; Pesaran, M.Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-148
Persistent link: https://www.econbiz.de/10006796321
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The role of theory in econometrics
Pesaran, M.Hashem; Smith, Ron - In: Journal of econometrics 67 (1995) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10006798463
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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M.Hashem; Pesaran, Bahram - In: Journal of econometrics 57 (1993) 1-3, pp. 377-392
Persistent link: https://www.econbiz.de/10006805284
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Testing for unit roots in heterogeneous panels
Im, Kyung So; Pesaran, M.Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10006762905
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M.Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-344
Persistent link: https://www.econbiz.de/10006779225
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Moments of Markov switching models
Timmermann, Allan - In: Journal of econometrics 96 (2000) 1, pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1, pp. 285-308
Persistent link: https://www.econbiz.de/10006747791