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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
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A decision-theoretic approach to forecast evaluation
Granger, C. W. J.; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607815
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On the volatility and efficiency of stock prices
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127642
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A floor and ceiling model of US output
Pesaran, M. Hashem; Potter, Simon M. - 1994
Persistent link: https://www.econbiz.de/10000147746
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Themed issue: Topics in health econometrics
Pesaran, M. Hashem (contributor) - 2004
Persistent link: https://www.econbiz.de/10002166262
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Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Special issue Modelling and forecasting financial volatility
Franses, Philip Hans (contributor) - 2002
Persistent link: https://www.econbiz.de/10001709308
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Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of applied econometrics 17 (2002) 5, pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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Forecasting ultimate resource recovery
Pesaran, M. Hashem - In: International journal of forecasting 11 (1995) 4, pp. 543-555
Persistent link: https://www.econbiz.de/10001203022