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Cross-vintage encompassing
Cook, Steven
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1997
Persistent link: https://www.econbiz.de/10000643783
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
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1995
Persistent link: https://www.econbiz.de/10000561591
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3
Solution of multivariate linear rational expectations models and large sparse linear systems
Binder, Michael
;
Pesaran, M. Hashem
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1997
Persistent link: https://www.econbiz.de/10000628999
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4
Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation
Binder, Michael
;
Pesaran, M. Hashem
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1996
Persistent link: https://www.econbiz.de/10000607816
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5
A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem
;
Pesaran, Bahram
-
1989
Persistent link: https://www.econbiz.de/10000130921
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6
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:
7
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
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8
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
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9
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
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10
A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000850865
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