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Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
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2007
Persistent link: https://www.econbiz.de/10003482467
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2010
Persistent link: https://www.econbiz.de/10003978514
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3
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
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2011
Persistent link: https://www.econbiz.de/10009490954
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4
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
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2009
Persistent link: https://www.econbiz.de/10003816240
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