Narrow search
Showing 1 - 3 of 3
Cover Image
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M.Hashem; Pesaran, Bahram - In: Journal of econometrics 57 (1993) 1-3, pp. 377-392
Persistent link: https://www.econbiz.de/10006805284
Cover Image
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
Cover Image
An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds
Barr, David G.; Pesaran, Bahram - In: The review of economics and statistics 79 (1997) 3, pp. 362-366
Persistent link: https://www.econbiz.de/10007368604