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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs

Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367

Persistent link: https://www.econbiz.de/10001166232

A non-nested test of level-differenced versus log-differenced stationary models

Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227

Persistent link: https://www.econbiz.de/10001180042

Limited-dependent rational expectations models with future expectations

Pesaran, M. Hashem - In: Journal of economic dynamics & control 19 (1995) 8, pp. 1325-1353

Persistent link: https://www.econbiz.de/10001188040

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

Limited-dependent rational expectations models with stochastic thresholds

Pesaran, M. Hashem - In: Economics letters 51 (1996) 3, pp. 267-276

Persistent link: https://www.econbiz.de/10001200994

Limited-dependent rational expectations models with stochastic thresholds

Pesaran, M. Hashem; Ruge-Murcia, Francisco Javier - 1993

Persistent link: https://www.econbiz.de/10000142731

Limited-dependent rational expectations models with future expectations

Pesaran, M. Hashem; Samiei, Hossein - 1993

Persistent link: https://www.econbiz.de/10000142733

Theory and practice of GVAR modeling

Chudik, Alexander; Pesaran, M. Hashem - 2014

The Global Vector Autoregressive (GVAR) approach has proven to be a very useful approach to analyze interactions in the global macroeconomy and other data networks where both the cross-section and the time dimensions are large. This paper surveys the latest developments in the GVAR modeling,...

Persistent link: https://www.econbiz.de/10010354717

Theory and practice of GVAR modelling

Chudik, Alexander; Pesaran, M. Hashem - In: Journal of economic surveys 30 (2016) 1, pp. 165-197

Persistent link: https://www.econbiz.de/10011553146

Theory and practice of GVAR modeling

Pesaran, M. Hashem; Chudik, Alexander - 2014

Persistent link: https://www.econbiz.de/10010356261

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