Real Time Econometrics
Year of publication: |
2004-06
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Authors: | Pesaran, M Hashem ; Timmermann, Allan G |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | automated model selection | data snooping | recursive/sequential modelling | specification search |
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Pesaran, Mohammad Hashem, (2004)
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Pesaran, M. Hashem, (2004)
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Pesaran, M.H., (2004)
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Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M Hashem, (2004)
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Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
Pesaran, M Hashem, (2004)
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Variable Selection and Inference for Multi-period Forecasting Problems
Pesaran, M Hashem, (2009)
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