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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem; Timmermann, Allan - 1990
Persistent link: https://www.econbiz.de/10000805460
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A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000614563
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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The role of economic theory in modelling the long run
Pesaran, M. Hashem - 1996 - Rev.
Persistent link: https://www.econbiz.de/10000590534
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On the volatility and efficiency of stock prices
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127642
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Consistency of short-term and long-term expectations
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127643
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Costly adjustment under rational expectations : a generalization
Pesaran, M. Hashem - 1989 - rev
Persistent link: https://www.econbiz.de/10000127649
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Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level
Pesaran, M. Hashem - 1989 - rev. version
Persistent link: https://www.econbiz.de/10000127652