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Testing a Time-Series for Difference Stationarity
McCabe, B.P.M.; Tremayne, A.R. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005783823
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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
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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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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
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Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function.
Knight, J.L.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005272567
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Long-Run Structural Modelling.
Pesaran, H.M.; Shin, Y. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005272576
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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
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Dynamic Linear Models for Heterogeneous Panels.
Pesaran, H.; Smith, R.; Im, K.S. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005274283
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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