Pesaran M. Hashem

M. Hashem Pesaran

Information about the author M. Hashem Pesaran will soon be added to the site.
Found 2 papers in total
How costly is it to ignore breaks when forecasting the direction of a time series?
How costly is it to ignore breaks when forecasting the direction of a time series?
2004
Empirical evidence suggests that many macroeconomic and financial time series are...
Economic and statistical measures of forecast accuracy
Economic and statistical measures of forecast accuracy
2000
This paper argues in favour of a closer link between the decision and the forecast...
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