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A floor and ceiling model of US output

Pesaran, M. Hashem - In: Journal of economic dynamics & control 21 (1997) 4, pp. 661-695

Persistent link: https://www.econbiz.de/10001221220

Predictability of stock returns : robustness and economic significance

Pesaran, M. Hashem - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1201-1228

Persistent link: https://www.econbiz.de/10001191734

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000924261

Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy

Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990

Persistent link: https://www.econbiz.de/10000805454

A floor and ceiling model of US output

Pesaran, M. Hashem; Potter, Simon M. - 1994

Persistent link: https://www.econbiz.de/10000147746

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

This paper conducts a broad-based comparison of iterated and direct multi-step forecasting approaches applied to both univariate and multivariate models. Theoretical results and Monte Carlo simulations suggest that iterated forecasts dominate direct forecasts when estimation error is a...