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ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS.
PESARAN, M.H.; SAMIEI, H. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005272592
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A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE.
PESARAN, M.H.; TIMMERMANN, A. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005207823
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THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS.
PESARAN, M.H.; TIMMERMANN, G. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647454
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ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT.
MCALEER, M.; PESARAN, M.H.; BERA, A.K. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647470
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EXPECTATIONS IN ECONOMICS.
PESARAN, M.H. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647506
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PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY.
PESARAN, M.H.; PIERSE, R.G.; LEE, K.C. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647511
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ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL.
PESARAN, M.H. - Department of Economics, University of California-Los … - 1989
Persistent link: https://www.econbiz.de/10005777155
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JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.
BERA, A.K.; MCALEER, M.; PESARAN, M.H. - Department of Economics, University of California-Los … - 1989
Persistent link: https://www.econbiz.de/10005777158
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JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS.
BERAQ, A.K.; MCALEER, M.; PESARAN, M.H. - Institute of Social and Economic Research (ISER), Osaka … - 1989
Persistent link: https://www.econbiz.de/10008469043
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RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR.
PESARAN, M.H. - Department of Economics, University of California-Los … - 1990
Persistent link: https://www.econbiz.de/10005478753