| Publication | Date of Publication | Type |
|---|
| Forecast Rationality Tests Based on Multi-Horizon Bounds | 2025-01-20 | Paper |
| Rejoinder | 2025-01-20 | Paper |
| Comment | 2025-01-20 | Paper |
| Forecasting Macroeconomic Variables Under Model Instability | 2024-10-09 | Paper |
| Comparing forecasting performance in cross-sections | 2023-11-17 | Paper |
| Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model | 2023-06-29 | Paper |
| Conditional rotation between forecasting models | 2022-12-14 | Paper |
| Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks | 2022-03-16 | Paper |
| Variable selection in panel models with breaks | 2019-09-02 | Paper |
| THE ET INTERVIEW: PROFESSOR HASHEM PESARAN | 2019-07-11 | Paper |
| Equivalence between out-of-sample forecast comparisons and Wald statistics | 2019-01-30 | Paper |
| Complete subset regressions with large-dimensional sets of predictors | 2018-08-13 | Paper |
| Predictability of stock returns and asset allocation under structural breaks | 2016-08-12 | Paper |
| Variable selection, estimation and inference for multi-period forecasting problems | 2016-08-12 | Paper |
| A MIDAS approach to modeling first and second moment dynamics | 2016-07-12 | Paper |
| Forecasts of US short-term interest rates: a flexible forecast combination approach | 2016-07-04 | Paper |
| Persistence in forecasting performance and conditional combination strategies | 2016-06-10 | Paper |
| Term structure of risk under alternative econometric specifications | 2016-06-10 | Paper |
| Selection of estimation window in the presence of breaks | 2016-05-02 | Paper |
| Small sample properties of forecasts from autoregressive models under structural breaks | 2016-04-01 | Paper |
| Testing dependence among serially correlated multicategory variables | 2015-06-22 | Paper |
| Complete subset regressions | 2014-06-06 | Paper |
| Optimal forecast combinations under general loss functions and forecast error distributions | 2014-03-07 | Paper |
| Complete subset regressions | 2013-12-01 | Paper |
| Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B | 2013-11-04 | Paper |
| Properties of optimal forecasts under asymmetric loss and nonlinearity | 2012-09-23 | Paper |
| Completion time structures of stock price movements | 2012-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099633 | 2011-12-01 | Paper |
| Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach | 2011-08-24 | Paper |
| Asset allocation under multivariate regime switching | 2009-07-01 | Paper |
| Testing Forecast Optimality Under Unknown Loss | 2009-06-12 | Paper |
| Properties of equilibrium asset prices under alternative learning schemes | 2008-12-12 | Paper |
| Learning, Structural Instability, and Present Value Calculations | 2007-06-20 | Paper |
| Forecasting Time Series Subject to Multiple Structural Breaks | 2007-02-12 | Paper |
| Estimation and Testing of Forecast Rationality under Flexible Loss | 2006-02-21 | Paper |
| REAL-TIME ECONOMETRICS | 2005-10-18 | Paper |
| Option prices under Bayesian learning: implied volatility dynamics and predictive densities | 2003-01-21 | Paper |
| Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities | 2001-11-19 | Paper |
| Moments of Markov switching models | 2001-10-06 | Paper |
| Dangers of data mining: The case of calendar effects in stock returns | 2001-01-01 | Paper |
| Data mining with local model specification uncertainty: a discussion of Hoover and Perez | 2000-10-26 | Paper |
| Mutual Fund Performance: Evidence from the UK | 2000-06-01 | Paper |
| Optimal properties of exponentially weighted forecasts in the presence of different information sources | 1999-11-08 | Paper |
| Present value models with feedback | 1997-02-27 | Paper |
| Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning | 1997-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838968 | 1996-01-01 | Paper |
| Why do dividend yields forecast stock returns? | 1995-01-12 | Paper |
| Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence | 1995-01-11 | Paper |
| A generalization of the non-parametric Henriksson-Merton test of market timing | 1994-07-03 | Paper |
