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The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - 1986
Persistent link: https://www.econbiz.de/10000706580
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1988
Persistent link: https://www.econbiz.de/10000782845
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Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000782912
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Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786808
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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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Using and assessing CBI data at the Bank of England
Pesaran, Bahram; Wright, C. B. - 1991
Persistent link: https://www.econbiz.de/10000807453
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1987
Persistent link: https://www.econbiz.de/10000720159
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An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds
Barr, David G.; Pesaran, Bahram - 1995
Persistent link: https://www.econbiz.de/10000907732
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The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram; Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000868578
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A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227
Persistent link: https://www.econbiz.de/10001180042