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The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem; Timmermann, Alan G. - 1990
Persistent link: https://www.econbiz.de/10000130935
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Forecasting ultimate resource recovery
Pesaran, M. Hashem; Samiei, Hossein - 1993
Persistent link: https://www.econbiz.de/10000881078
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - 1998
Persistent link: https://www.econbiz.de/10000671944
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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem; Timmermann, Allan - 1990
Persistent link: https://www.econbiz.de/10000805460
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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A decision-theoretic approach to forecast evaluation
Granger, C. W. J.; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607815
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Pooled estimation of long-run relationships in dynamic heterogeneous panels
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron - 1997
Persistent link: https://www.econbiz.de/10000642967
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596