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econometrics
economic models
13
Cross Section Dependence
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INFLATION
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tests
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expectations
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Global VAR (GVAR)
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structural breaks
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Pesaran, M.H.
6
BERA, A.K.
1
MCALEER, M.
1
Murcia, F.J.
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PESARAN, M.H.
1
Pesaran, B.
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Shin, Y.
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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
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2
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
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3
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.
BERA, A.K.
;
MCALEER, M.
;
PESARAN, M.H.
-
Department of Economics, University of California-Los …
-
1989
Persistent link: https://www.econbiz.de/10005777158
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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
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