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~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
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Pesaran, M. Hashem
Phillips, Peter C. B.
Härdle, Wolfgang
69
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56
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46
Andrews, Donald W. K.
45
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ECONIS (ZBW)
114
EconStor
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1
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
2
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798174
Saved in:
3
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003495788
Saved in:
4
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003565717
Saved in:
5
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
6
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1993
Persistent link: https://www.econbiz.de/10000142724
Saved in:
7
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks
Pagan, Adrian
-
2008
structural models in the general case where the model might contain more than one permanent structural
shock
. It provides a …
Persistent link: https://www.econbiz.de/10012723389
Saved in:
8
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
Pagan, Adrian
;
Pesaran, M. Hashem
-
2021
structural models in the general case where the model might contain more than one permanent structural
shock
. It provides a …
Persistent link: https://www.econbiz.de/10013317222
Saved in:
9
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
10
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
Saved in:
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