Browsing by Author Timmermann, Allan

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:   

Sort by: In order: Results/Page Authors/Record:

Showing results 2 to 7 of 7

< previous 

PreviewIssue DateTitleAuthor(s)
wp0306.pdf16-Jun-2004How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?Pesaran, M Hashem; Timmermann, Allan
cwpe0602.pdf14-Mar-2006Learning, Structural Instability and Present Value CalculationsPesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan
cwpe0432.pdfJun-2004Real Time EconometricsPesaran, M Hashem; Timmermann, Allan
cwpe0331.pdf16-Jun-2004Small Sample Properties of Forecasts from Autoregressive Models under Structural BreaksPesaran, M Hashem; Timmermann, Allan
cwpe0648.pdfJul-2006Testing Dependence Among Serially Correlated Multi-category VariablesPesaran, M Hashem; Timmermann, Allan
0901.pdfJan-2009Variable Selection and Inference for Multi-period Forecasting ProblemsPesaran, M Hashem; Pick, Andreas; Timmermann, Allan

Showing results 2 to 7 of 7

< previous