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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/10000924261
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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
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Market timing and return prediction under model instability
Pesaran, M. Hashem; Timmermann, Allan - 2002
Persistent link: https://www.econbiz.de/10001662209
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208
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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003943480
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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003944034
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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010
effect of shocks using generalised spatio-temporal impulse responses. These highlight the diffusion of shocks both over time …
Persistent link: https://www.econbiz.de/10003934196
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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010
effect of shocks using generalised spatio-temporal impulse responses. These highlight the diffusion of shocks both over time …
Persistent link: https://www.econbiz.de/10003925268
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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003908655
Cover Image
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745