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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000952742
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Firm heterogeneity and credit risk diversification
Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Solution of multivariate linear rational expectations models and large sparse linear systems
Binder, Michael; Pesaran, M. Hashem - 1997
Persistent link: https://www.econbiz.de/10010365948
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Market timing and return prediciton under model instability
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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Stochastic growth
Binder, Michael; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000944037
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Decision making in the presence of heterogeneous information and social interactions
Binder, Michael; Pesaran, M. Hashem - 1995
Persistent link: https://www.econbiz.de/10000944116
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Analytical and numerical solution of finite-horizon nonlinear rational expectations models
Binder, Michael; Pesaran, M. Hashem; Samiei, Hossein - 1998
Persistent link: https://www.econbiz.de/10000993486
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Optimal consumption decisions under social interactions
Binder, Michael; Pesaran, M. Hashem - 1997
Persistent link: https://www.econbiz.de/10000976298