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Dynamic linear models for heterogeneous panels
Pesaran, M. Hashem; Smith, Ron; Im, KyungSo - 1995
Persistent link: https://www.econbiz.de/10000147764
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Forecasting with Panel Data : Estimation Uncertainty Versus Parameter Heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …
Persistent link: https://www.econbiz.de/10013292495
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013165978
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …
Persistent link: https://www.econbiz.de/10013176894
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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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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Forecasting ultimate resource recovery
Pesaran, M. Hashem; Samiei, Hossein - 1993
Persistent link: https://www.econbiz.de/10000881078
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914280
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - 1998
Persistent link: https://www.econbiz.de/10000671944