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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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The Natural Rate Hypothesis and its Testable Implications.
Pesaran, M.H.; Smith, R. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647438
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ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT.
MCALEER, M.; PESARAN, M.H.; BERA, A.K. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647470
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EXPECTATIONS IN ECONOMICS.
PESARAN, M.H. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647506
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PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY.
PESARAN, M.H.; PIERSE, R.G.; LEE, K.C. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005647511
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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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Forecasting Stock Returns.
Pesaran, M.H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005783846
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ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY.
SMITH, R.J. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005207834
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A MODEL OF THE ROLE OF BROKERAGE IN FINANCIAL INTERMEDIATION.
SEABRIGHT, P. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005776876