Similar Search Results

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983

Persistent link: https://www.econbiz.de/10000012596

Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level

Pesaran, M. Hashem - 1989 - rev. version

Persistent link: https://www.econbiz.de/10000127652

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, M. Hashem - 2010

Persistent link: https://www.econbiz.de/10003981032

Testing weak cross-sectional dependence in large panels

Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117

Persistent link: https://www.econbiz.de/10011483451

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10009781626