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Uncovering Financial Markets' Beliefs About Inflation Targets
Ruge-Murcia, F.J. - In: Journal of applied econometrics 15 (2000) 5, pp. 483-512
Persistent link: https://www.econbiz.de/10006981599
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Long-Run Structural Modelling
Pesaran, M.H.; Shin, Y. - In: Econometric reviews 21 (2002) 1, pp. 49-88
Persistent link: https://www.econbiz.de/10006896265
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Economic and Statistical Measures of Forecast Accuracy
Granger, C.W.J.; Pesaran, M.H. - In: Journal of forecasting 19 (2000) 7, pp. 537-560
Persistent link: https://www.econbiz.de/10006904295
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A Non-nested Test of Level-Differenced Versus Log-Differenced Stationary Models
Pesaran, B.; Pesaran, M.H. - In: Econometric reviews 14 (1995) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10006939608
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Cointegration and Direct Tests of the Rational Expectations Hypothesis
McAleer, M.; McKenzie, C.R.; Pesaran, M.H. - In: Econometric reviews 13 (1994) 2, pp. 231-258
Persistent link: https://www.econbiz.de/10006945894
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Cross-sectional aggregation of non-linear models
van Garderen, K.J.; Lee, K.; Pesaran, M.H. - In: Journal of econometrics 95 (2000) 2, pp. 285-332
Persistent link: https://www.econbiz.de/10006782154
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M.H.; Timmermann, A.G. - In: Economics letters 44 (1994) 1-2, pp. 1-8
Persistent link: https://www.econbiz.de/10006802583
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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/10006805317
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Empirical Econometric Modelling of Food Consumption using a New Informational Complexity Approach
Bearse, P.M.; Bozdogan, H.; Schlottmann, A.M.; Pesaran, M.H. - In: Journal of applied econometrics 12 (1997) 5, pp. 563-592
Persistent link: https://www.econbiz.de/10006996451
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The Demand for Food in the United States and The Netherlands: A Systems Approach with the CBS Model
Driel, H.van; Nadall, V.; Zeelenberg, K.; Wickens, M.R.; … - In: Journal of applied econometrics 12 (1997) 5, pp. 509-532
Persistent link: https://www.econbiz.de/10006996453