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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 quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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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
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Optimal funding rules
Pesaran, Bahram - In: Journal of economic dynamics & control 21 (1997) 2, pp. 329-345
Persistent link: https://www.econbiz.de/10001215825
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Imports, output and the demand for manufactures
Anderton, Bob - In: Oxford economic papers 44 (1992) 2, pp. 175-186
Persistent link: https://www.econbiz.de/10001136092
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The bias of forecasts from a first-order autoregression
Magnus, Jan R. - In: Econometric theory 7 (1991) 2, pp. 222-235
Persistent link: https://www.econbiz.de/10001118080
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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The statistical distribution of short-term LIBOR rates under two monetary regimes
Pesaran, Bahram - In: The Cyprus journal of economics 8 (1995) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001195307