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Do excessive legal standards discourage desirable activity?
Shavell, Steven - In: Economics letters 95 (2007) 3, pp. 394-397
Persistent link: https://www.econbiz.de/10003476313
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On the interpretation of panel unit root tests
Pesaran, M. Hashem - In: Economics letters 116 (2012) 3, pp. 545-546
Persistent link: https://www.econbiz.de/10009674841
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem - In: Economics letters 58 (1998) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Limited-dependent rational expectations models with stochastic thresholds
Pesaran, M. Hashem - In: Economics letters 51 (1996) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10001200994
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem - In: Economics letters 4 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001051468
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A proof of the asymptotic validity of a test for perfect aggregation
Pesaran, M. Hashem - In: Economics letters 1 (1989), pp. 41-47
Persistent link: https://www.econbiz.de/10001068817