Similar Search Results

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10009781626

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

Small sample adjustments for the J-test

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983

Persistent link: https://www.econbiz.de/10000012596

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

Forecasting ultimate resource recovery

Pesaran, M. Hashem - In: International journal of forecasting 11 (1995) 4, pp. 543-555

Persistent link: https://www.econbiz.de/10001203022

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

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

Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

Persistent link: https://www.econbiz.de/10011983664

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960

Persistent link: https://www.econbiz.de/10011686163

Market timing and return prediciton 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/10001712014

Market timing and return prediction under model instability

Pesaran, M. Hashem; Timmermann, Allan - 2002

Persistent link: https://www.econbiz.de/10001662209

1
2
3
4
5
6
7
8
9
10
Next
Last