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~isPartOf:"DNB working paper"
~person:"Mills, Terence C."
~person:"Pesaran, M. Hashem"
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Forecasting model
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Mills, Terence C.
Pesaran, M. Hashem
Hindrayanto, Irma
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Koopman, Siem Jan
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Pick, Andreas
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Winter, Jasper de
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
-
2011
Persistent link: https://www.econbiz.de/10009490954
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2
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
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3
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
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