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Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps

Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 50-66

Persistent link: https://www.econbiz.de/10001253388

Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics

Hendry, David F. (contributor); Sargan, John Denis (honouree) - 2001

Persistent link: https://www.econbiz.de/10001591547

Real Time Econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2021

This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...

Persistent link: https://www.econbiz.de/10013319323

Time series econometrics : using microfit 5.0

Pesaran, Bahram; Pesaran, M. Hashem - 2009

Persistent link: https://www.econbiz.de/10003877936

Essays in honor of Cheng Hsiao

Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) - 2020 - First edition

Persistent link: https://www.econbiz.de/10012243816

Essays in honor of Cheng Hsiao

Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) - 2020

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances … in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and … economics. For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the …

Persistent link: https://www.econbiz.de/10012215525

On the founding of the econometric society

Bjerkholt, Olav - In: Journal of the history of economic thought 39 (2017) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10011761643

Nonlinear dynamics, chaos and econometrics : [ ... presented at the Conference on Nonlinear Dynamics and Econometrics]

Pesaran, M. Hashem (ed.); Potter, Simon M. (contributor) - 1993

Persistent link: https://www.econbiz.de/10013491127

On the problem of aggregation in econometrics

Pesaran, M. Hashem - 1986

Persistent link: https://www.econbiz.de/10013439178

The “Meteorological” and the “Engineering” Type of Econometric Inference: a 1943 Exchange between Trygve Haavelmo and Jakob Marschak

Bjerkholt, Olav - Økonomisk institutt, Universitetet i Oslo - 2010

The article presents an exchange of letters between Jakob Marschak and Trygve Haavelmo in May-July 1943. Marschak had from the beginning of 1943 become the research director of Cowles Commission at the University of Chicago. Trygve Haavelmo, who at the time worked for the Norwegian Shipping and...

Persistent link: https://www.econbiz.de/10008511663