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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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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/10003425523
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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) 1/2, pp. 183-217
Persistent link: https://www.econbiz.de/10003172764
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Does modeling a structural break improve forecast accuracy?
Boot, Tom; Pick, Andreas - In: Journal of econometrics 215 (2020) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
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A pair-wise approach to testing for output and growth convergence
Pesaran, M. Hashem - In: Journal of econometrics 138 (2007) 1, pp. 312-355
Persistent link: https://www.econbiz.de/10003451763
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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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. 293-343
Persistent link: https://www.econbiz.de/10001496593
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The role of theory in econometrics
Pesaran, M. Hashem - In: Journal of econometrics 67 (1995) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
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Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
Pesaran, M. Hashem - In: Journal of econometrics 53 (1992) 1, pp. 141-163
Persistent link: https://www.econbiz.de/10001129324