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Pesaran, M. Hashem
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1
Joint tests of non-nested models and general error specifications
Bera, Anil K.
;
McAleer, Michael
;
Pesaran, M. Hashem
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000778211
Saved in:
2
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:
3
Diagnostics for IV regressions
Pesaran, M. Hashem
;
Taylor, Larry W.
-
1997
Persistent link: https://www.econbiz.de/10000629003
Saved in:
4
Testing for the existence of a long-run relationship
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1996
-
Rev
Persistent link: https://www.econbiz.de/10000614561
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Estimating limited-dependent rational expectations models
Pesaran, M. Hashem
;
Samiei, Hossein
-
1990
Persistent link: https://www.econbiz.de/10000130932
Saved in:
10
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem
;
Smith, Ron
-
1992
Persistent link: https://www.econbiz.de/10000137109
Saved in:
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