Real Time Econometrics
Year of publication: |
2004-04
|
---|---|
Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Institutions: | Institute for the Study of Labor (IZA) |
Subject: | specification search | data snooping | recursive/sequential modelling | automated model selection |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1108 22 pages |
Classification: | C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
-
Pesaran, Mohammad Hashem, (2004)
-
Pesaran, M.H., (2004)
-
Pesaran, M Hashem, (2004)
- More ...
-
Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M. Hashem, (2004)
-
Testing Dependence among Serially Correlated Multi-Category Variables
Pesaran, M. Hashem, (2006)
-
A simple, non-parametric test of predictive performance
Pesaran, M. Hashem, (1990)
- More ...