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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem; Timmermann, Allan - 1990
Persistent link: https://www.econbiz.de/10000805460
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993
Persistent link: https://www.econbiz.de/10000872012
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Forecasting ultimate resource recovery
Pesaran, M. Hashem; Samiei, Hossein - 1993
Persistent link: https://www.econbiz.de/10000881078
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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A decision-theoretic approach to forecast evaluation
Granger, C. W. J.; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607815
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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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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A floor and ceiling model of US output
Pesaran, M. Hashem; Potter, Simon M. - 1994
Persistent link: https://www.econbiz.de/10000147746