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Equilibrium Asset Pricing Models and Predictability of Excess Returns
Pesaran, M. Hashem, (1993)
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative
Pesaran, M. Hashem, (1987)
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone
Pesaran, M. Hashem, (1991)