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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - In: The economic journal : the journal of the Royal … 110 (2000), pp. 159-191
Persistent link: https://www.econbiz.de/10001469604
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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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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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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001379445
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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A simple nonparametric test of predictive performance
Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 461-465
Persistent link: https://www.econbiz.de/10001132718
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130