Narrow search
Showing 1 - 10 of 15
Cover Image
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method.
Pesaran, M.H. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005207806
Cover Image
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
Pesaran, M.H.; Smith, R. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005207824
Cover Image
Cointegration and Speed of Convergence to Equilibrium.
Pesaran, M.H.; Shin, Y. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005489309
Cover Image
Limited-Dependent Rational Expectations Models with Stochastic Thresholds.
Pesaran, M.H.; Murcia, F.J. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647431
Cover Image
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing.
Pesaran, M.H.; Timmermann, A.G. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005272581
Cover Image
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models.
Pesaran, B.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005274276
Cover Image
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods.
Pesaran, M.; Pierse, R.G.; Lee, K.C. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005489301
Cover Image
Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options.
Ncube, M.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005489313
Cover Image
Cointegration and Direct Tests of the Rational Expectations Hypothesis.
McAleer, M.; McKenzie, C.R.; Pesaren, M.H. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647464
Cover Image
Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market.
Rogers, L.C.G.; Satchell, S.E.; Yoon, Y. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005650532