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Pesaran, M. Hashem
10
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3
Satchell, Stephen
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DAE working paper
Journal of econometrics
1,244
IMF Staff Country Reports
866
IMF staff country report
789
IMF Working Papers
752
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
582
Wirtschaft und Statistik : WISTA
579
Economics letters
559
European journal of operational research : EJOR
525
CEMMAP working papers / Centre for Microdata Methods and Practice
430
IMF country report
425
Econometric reviews
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Econometric theory
375
Discussion paper / Tinbergen Institute
333
OECD Tax Statistics
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Working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
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Physica A: Statistical Mechanics and its Applications
275
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271
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
255
Journal of the American Statistical Association : JASA
254
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254
International journal of forecasting
253
Journal of applied econometrics
238
The econometrics journal
218
Insurance / Mathematics & economics
209
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
206
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
203
Working paper / Department of Econometrics and Business Statistics, Monash University
203
Cowles Foundation discussion paper
202
International Financial Statistics
199
Energy economics
194
Discussion paper / Center for Economic Research, Tilburg University
193
CESifo working papers
185
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ECONIS (ZBW)
21
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1
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsaio, Cheng
;
Pesaran, M. Hashem
-
2000
Persistent link: https://www.econbiz.de/10001492665
Saved in:
2
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350667
Saved in:
3
Solution of multivariate linear rational expectations models and large sparse linear systems
Binder, Michael
;
Pesaran, M. Hashem
-
1997
Persistent link: https://www.econbiz.de/10000628999
Saved in:
4
Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation
Binder, Michael
;
Pesaran, M. Hashem
-
1996
Persistent link: https://www.econbiz.de/10000607816
Saved in:
5
Bayesian analysis of the black-scholes option price
Darsinos, Theofanis
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001570172
Saved in:
6
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
7
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem
;
Smith, Richard J.
-
1993
Persistent link: https://www.econbiz.de/10000142714
Saved in:
8
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
9
Some
statistics
for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
10
Non-nested hypothesis testing : an overview
Pesaran, M. Hashem
;
Weeks, Melvyn
-
1999
Persistent link: https://www.econbiz.de/10001441731
Saved in:
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