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Handbook of applied econometrics

Pesaran, M. Hashem (contributor) - 1995

Persistent link: https://www.econbiz.de/10000532482

Handbook of applied econometrics

Pesaran, M. Hashem (contributor); … - 1995

Persistent link: https://www.econbiz.de/10000965989

Macroeconomics

Pesaran, M. Hashem (ed.); Wickens, Michael R. (ed.); … - 1995

Persistent link: https://www.econbiz.de/10000965990

The role of theory in econometrics

Pesaran, M. Hashem - In: Journal of econometrics 67 (1995) 1, pp. 61-79

Persistent link: https://www.econbiz.de/10001333017

Nonlinear dynamics and econometrics : special issue

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 7 (1992), pp. 1-195

Persistent link: https://www.econbiz.de/10001135773

A generalized R 2 criterion for regression models estimated by the instrumental variables method

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 3, pp. 705-710

Persistent link: https://www.econbiz.de/10001252924

Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps

Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 50-66

Persistent link: https://www.econbiz.de/10001253388

Real time econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2004

This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...

Persistent link: https://www.econbiz.de/10011402465

Real time econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2004

Persistent link: https://www.econbiz.de/10002047421

Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics

Hendry, David F. (contributor); Sargan, John Denis (honouree) - 2001

Persistent link: https://www.econbiz.de/10001591547