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Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone
Pesaran, M. Hashem; Samiei, Hossein - UCLA Department of Economics - 1991
Persistent link: https://www.econbiz.de/10005359311
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Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models
Pesaran, M. Hashem - UCLA Department of Economics - 1988
Persistent link: https://www.econbiz.de/10005359352
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Equilibrium Asset Pricing Models and Predictability of Excess Returns
Pesaran, M. Hashem; Potter, Simon M. - UCLA Department of Economics - 1993
Persistent link: https://www.econbiz.de/10005574913
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An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf
Pesaran, M. Hashem - UCLA Department of Economics - 1988
Persistent link: https://www.econbiz.de/10005708799
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A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative
Pesaran, M. Hashem - UCLA Department of Economics - 1987
Persistent link: https://www.econbiz.de/10005709958