Comments on 'The state of macroeconomic forecasting'
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- Pesaran, M Hashem & Timmermann, Allan, 2000.
"A Recursive Modelling Approach to Predicting UK Stock Returns,"
Economic Journal, Royal Economic Society, vol. 110(460), pages 159-191, January.
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- Allan Timmermann & M. Hashem Pesaran, 1999. "A Recursive Modelling Approach to Predicting UK Stock Returns," FMG Discussion Papers dp322, Financial Markets Group.
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