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Pesaran, M.Hashem; Timmermann, Allan - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1201-1228

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Garratt, Anthony; Lee, Kevin; Pesaran, M.Hashem; Shin, … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

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Pesaran, M.Hashem; Shin, Yongcheol; Smith, Ron P. - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 621-634

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Pesaran, M.Hashem; Shin, Yongcheol - In: Journal of econometrics 71 (1996) 1-2, pp. 117-144

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