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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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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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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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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
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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
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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
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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