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Life-cycle consumption under social interactions

Binder, Michael; Pesaran, M. Hashem - In: Journal of Economic Dynamics and Control 25 (2001) 1-2, pp. 35-83

Persistent link: https://www.econbiz.de/10005107125

A floor and ceiling model of US output

Pesaran, M. Hashem; Potter, Simon M. - In: Journal of Economic Dynamics and Control 21 (1997) 4-5, pp. 661-695

Persistent link: https://www.econbiz.de/10005229538

Econometric issues in the analysis of contagion

Pesaran, M. Hashem; Pick, Andreas - In: Journal of Economic Dynamics and Control 31 (2007) 4, pp. 1245-1277

Persistent link: https://www.econbiz.de/10005160817

Limited-dependent rational expectations models with future expectations

Pesaran, M. Hashem; Samiei, Hossein - In: Journal of Economic Dynamics and Control 19 (1995) 8, pp. 1325-1353

Persistent link: https://www.econbiz.de/10005160955

Econometric analysis of structural systems with permanent and transitory shocks

Pagan, A.R.; Pesaran, M. Hashem - In: Journal of Economic Dynamics and Control 32 (2008) 10, pp. 3376-3395

Persistent link: https://www.econbiz.de/10005205310

Complete subset regressions with large-dimensional sets of predictors

Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of Economic Dynamics and Control 54 (2015) C, pp. 86-110

We analyze the complete subset regression (CSR) approach of Elliott et al. (2013) in situations with many possible predictor variables. The CSR approach has the computational advantage that it can be applied even when the number of predictors exceeds the sample size. Theoretical results...

Persistent link: https://www.econbiz.de/10011264276

Option prices under Bayesian learning: implied volatility dynamics and predictive densities

Guidolin, Massimo; Timmermann, Allan - In: Journal of Economic Dynamics and Control 27 (2003) 5, pp. 717-769

Persistent link: https://www.econbiz.de/10005229658

Properties of equilibrium asset prices under alternative learning schemes

Guidolin, Massimo; Timmermann, Allan - In: Journal of Economic Dynamics and Control 31 (2007) 1, pp. 161-217

Persistent link: https://www.econbiz.de/10005229674

Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence

Timmermann, Allan - In: Journal of Economic Dynamics and Control 18 (1994) 6, pp. 1093-1119

Persistent link: https://www.econbiz.de/10005160705

Asset allocation under multivariate regime switching

Guidolin, Massimo; Timmermann, Allan - In: Journal of Economic Dynamics and Control 31 (2007) 11, pp. 3503-3544

Persistent link: https://www.econbiz.de/10005205056