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Aggragation of linear dynamic models : an application to life-cycle consumption models under habit formation
Pesaran, M. Hashem - In: Economic modelling 20 (2003) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001742276
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Oil investment in the North Sea
Favero, Carlo A. - In: Economic modelling 11 (1994) 3, pp. 308-329
Persistent link: https://www.econbiz.de/10001166739
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
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Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation
Hashem Pesaran, M. - In: Economic modelling 20 (2003) 2, pp. 383-416
Persistent link: https://www.econbiz.de/10006258284
Cover Image
Oil investment in the North Sea
Favero, Carlo; Hashem Pesaran, M. - In: Economic modelling 11 (1994) 3, pp. 308-329
Persistent link: https://www.econbiz.de/10006349327