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structural breaks
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Timmermann, Allan
227
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50
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RePEc
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BASE
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1
Predictability of Stock Returns: Robustness and Economic Significance
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10007331867
Saved in:
2
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 183-218
Persistent link: https://www.econbiz.de/10006750357
Saved in:
3
Testing Dependence Among Serially Correlated Multicategory Variables
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 325-337
Persistent link: https://www.econbiz.de/10008240466
Saved in:
4
Selection of estimation window in the presence of breaks
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10007596838
Saved in:
5
Market timing and return prediction under model instability
Pesaran, M.Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10007234575
Saved in:
6
Applications and Case Studies - Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy
Garratt, Anthony
;
Lee, Kevin
;
Pesaran, M.Hashem
;
Shin, …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10006611379
Saved in:
7
BOOK REVIEWS - Handbook of Applied Econometrics: Volume I: Macroeconomics
Pesaran, M.Hashem
;
Wickens, Michael R.
;
Chambers, Marcus J.
- In:
The economic journal : the journal of the Royal …
110
(
2000
)
467
,
pp. F803
Persistent link: https://www.econbiz.de/10007498860
Saved in:
8
BOOK REVIEWS - Handbook of Applied Econometrics: Volume II: Microeconomics
Pesaran, M.Hashem
;
Schmidt, Peter
;
Chambers, Marcus J.
- In:
The economic journal : the journal of the Royal …
110
(
2000
)
467
,
pp. F803
Persistent link: https://www.econbiz.de/10007498861
Saved in:
9
Macroeconomic Dynamics and Credit Risk: A Global Perspective
Pesaran, M.Hashem
;
Schuermann, Til
;
Treutler, Bjorn-Jakob
; …
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
5
,
pp. 1211-1262
Persistent link: https://www.econbiz.de/10007285788
Saved in:
10
Decision Making in the Presence of Heterogeneous Information and Social Interactions
Binder, Michael
;
Pesaran, M.Hashem
- In:
International economic review
39
(
1998
)
4
,
pp. 1027-1052
Persistent link: https://www.econbiz.de/10007348075
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