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~isPartOf:"Cambridge working papers in economics"
~person:"Koopman, Siem Jan"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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Koopman, Siem Jan
Pesaran, M. Hashem
Harvey, Andrew C.
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1
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
2
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
3
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
4
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
5
A VECX model of the Swiss economy
Assenmacher-Wesche, Katrin
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671168
Saved in:
6
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671171
Saved in:
7
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671175
Saved in:
8
Assessing forecast uncertainties in VECX* model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Weschey, Katrin
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541826
Saved in:
9
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
-
2011
Persistent link: https://www.econbiz.de/10009382897
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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