Narrow search
Showing 1 - 10 of 262
Cover Image
Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003943480
Cover Image
Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003944034
Cover Image
Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010
effect of shocks using generalised spatio-temporal impulse responses. These highlight the diffusion of shocks both over time …
Persistent link: https://www.econbiz.de/10003934196
Cover Image
Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010
effect of shocks using generalised spatio-temporal impulse responses. These highlight the diffusion of shocks both over time …
Persistent link: https://www.econbiz.de/10003925268
Cover Image
Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003908655
Cover Image
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Cover Image
Testing for alpha in linear factor pricing podels with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
securities, N, can be large relative to the time dimension, T, of the return series. The test is based on Student t tests of … the S&P 500 at the end of each month in real time, using rolling windows of size 60. Statistically significant evidence …
Persistent link: https://www.econbiz.de/10011646274
Cover Image
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Pesaran, M. Hashem - 2017
securities, N, can be large relative to the time dimension, T, of the return series. The test is based on Student t tests of … the S&P 500 at the end of each month in real time, using rolling windows of size 60. Statistically significant evidence …
Persistent link: https://www.econbiz.de/10012955752
Cover Image
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Pesaran, M. Hashem - 2017
securities, N, can be large relative to the time dimension, T, of the return series. The test is based on Student t tests of … the S&P 500 at the end of each month in real time, using rolling windows of size 60. Statistically significant evidence …
Persistent link: https://www.econbiz.de/10012959777
Cover Image
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
Persistent link: https://www.econbiz.de/10011670177