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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671171
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Learning, structural instability and present value calculations
Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003328204
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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2008
Persistent link: https://www.econbiz.de/10003850869
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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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