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Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
Pesaran, M. H. - In: Journal of Econometrics 17 (1981) 3, pp. 323-331
Persistent link: https://www.econbiz.de/10005052925
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Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence
Godfrey, L. G.; Pesaran, M. H. - In: Journal of Econometrics 21 (1983) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10005228568
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On the comprehensive method of testing non-nested regression models
Pesaran, M. H. - In: Journal of Econometrics 18 (1982) 2, pp. 263-274
Persistent link: https://www.econbiz.de/10005285542
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Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy
Pesaran, M. H.; Pierse, R. G.; Lee, K. C. - In: Journal of Econometrics 56 (1993) 1-2, pp. 57-88
Persistent link: https://www.econbiz.de/10005285953
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Identification of rational expectations models
Pesaran, M. H. - In: Journal of Econometrics 16 (1981) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10005192567
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Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
Pesaran, M. H. - In: Journal of Econometrics 16 (1981) 1, pp. 158-158
Persistent link: https://www.econbiz.de/10005203997