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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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ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL.
PESARAN, M.H. - Department of Economics, University of California-Los … - 1989
Persistent link: https://www.econbiz.de/10005777155
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An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model.
Pesaran, M.H.; Samiei, H. - Department of Economics, University of California-Los … - 1991
Persistent link: https://www.econbiz.de/10005777157
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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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ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS.
PESARAN, M.H.; SAMIEI, H. - Department of Economics, University of California-Los … - 1990
Persistent link: https://www.econbiz.de/10005633618