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Testing Dependence Among Serially Correlated Multicategory Variables
Pesaran, M.Hashem; Timmermann, Allan - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 325-337
Persistent link: https://www.econbiz.de/10008240466
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Applications and Case Studies - Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy
Garratt, Anthony; Lee, Kevin; Pesaran, M.Hashem; Shin, … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838
Persistent link: https://www.econbiz.de/10006611379
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Theory and Methods - Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Pesaran, M.Hashem; Shin, Yongcheol; Smith, Ron P. - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 621-634
Persistent link: https://www.econbiz.de/10006626713
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Testing Forecast Optimality Under Unknown Loss
Patton, Andrew J.; Timmermann, Allan - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1172-1184
Persistent link: https://www.econbiz.de/10007897778
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Testing dependence among serially correlated multicategory variables
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 325-337
Persistent link: https://www.econbiz.de/10003878195
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Testing forecast otimality under unknown loss
Patton, Andrew J.; Timmermann, Allan - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1172-1184
Persistent link: https://www.econbiz.de/10003625329