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A unified approach to estimation and orthogonality tests in linear single equation econometric models
Pesaran, M. Hashem; Smith, Richard J. - 1989
Persistent link: https://www.econbiz.de/10000127644
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Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level
Pesaran, M. Hashem - 1989 - rev. version
Persistent link: https://www.econbiz.de/10000127652
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A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem; Pesaran, Bahram - 1989
Persistent link: https://www.econbiz.de/10000130921
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Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment
McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990
Persistent link: https://www.econbiz.de/10000130928
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Estimating limited-dependent rational expectations models
Pesaran, M. Hashem; Samiei, Hossein - 1990
Persistent link: https://www.econbiz.de/10000130932
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Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem; Smith, Ron - 1992
Persistent link: https://www.econbiz.de/10000137109
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A generalised R 2 criterion for regression models estimated by the instrumental variable method
Pesaran, M. Hashem - 1992
Persistent link: https://www.econbiz.de/10000137152
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A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram; Pesaran, M. Hashem - 1992
Persistent link: https://www.econbiz.de/10000137154
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Growth and convergence in a multi-country empirical stochastic Solow model
Lee, Kevin C.; Pesaran, M. Hashem; Smith, Ron - 1996 - rev. version
Persistent link: https://www.econbiz.de/10000944242
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Generalised impulse response analysis in linear multivariate models
Pesaran, M. Hashem; Shin, Yongcheol - 1997
Persistent link: https://www.econbiz.de/10000964978