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econometrics
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9
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4
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3
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2
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Parail, V.
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Faculty of Economics, University of Cambridge
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Cambridge Working Papers in Economics
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1
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method.
Pesaran, M.H.
-
Faculty of Economics, University of Cambridge
-
1992
Persistent link: https://www.econbiz.de/10005207806
Saved in:
2
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
Pesaran, M.H.
;
Smith, R.
-
Faculty of Economics, University of Cambridge
-
1992
Persistent link: https://www.econbiz.de/10005207824
Saved in:
3
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods.
Pesaran, M.
;
Pierse, R.G.
;
Lee, K.C.
-
Faculty of Economics, University of Cambridge
-
1992
Persistent link: https://www.econbiz.de/10005489301
Saved in:
4
Cointegration and Speed of Convergence to Equilibrium.
Pesaran, M.H.
;
Shin, Y.
-
Faculty of Economics, University of Cambridge
-
1993
Persistent link: https://www.econbiz.de/10005489309
Saved in:
5
Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options.
Ncube, M.
;
Satchell, S.E.
-
Faculty of Economics, University of Cambridge
-
1995
Persistent link: https://www.econbiz.de/10005489313
Saved in:
6
Limited-Dependent Rational Expectations Models with Stochastic Thresholds.
Pesaran, M.H.
;
Murcia, F.J.
-
Faculty of Economics, University of Cambridge
-
1993
Persistent link: https://www.econbiz.de/10005647431
Saved in:
7
Cointegration and Direct Tests of the Rational Expectations Hypothesis.
McAleer, M.
;
McKenzie, C.R.
;
Pesaren, M.H.
-
Faculty of Economics, University of Cambridge
-
1993
Persistent link: https://www.econbiz.de/10005647464
Saved in:
8
Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market.
Rogers, L.C.G.
;
Satchell, S.E.
;
Yoon, Y.
-
Faculty of Economics, University of Cambridge
-
1993
Persistent link: https://www.econbiz.de/10005650532
Saved in:
9
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function.
Knight, J.L.
;
Satchell, S.E.
-
Faculty of Economics, University of Cambridge
-
1995
Persistent link: https://www.econbiz.de/10005272567
Saved in:
10
Long-Run Structural Modelling.
Pesaran, H.M.
;
Shin, Y.
-
Faculty of Economics, University of Cambridge
-
1995
Persistent link: https://www.econbiz.de/10005272576
Saved in:
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