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Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods.
Pesaran, M.; Pierse, R.G.; Lee, K.C. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005489301
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Cointegration and Speed of Convergence to Equilibrium.
Pesaran, M.H.; Shin, Y. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005489309
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Limited-Dependent Rational Expectations Models with Stochastic Thresholds.
Pesaran, M.H.; Murcia, F.J. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647431
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A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing.
Pesaran, M.H.; Timmermann, A.G. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005272581
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A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models.
Pesaran, B.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005274276
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A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method.
Pesaran, M.H. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005207806
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Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
Pesaran, M.H.; Smith, R. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005207824
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Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options.
Ncube, M.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005489313
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Cointegration and Direct Tests of the Rational Expectations Hypothesis.
McAleer, M.; McKenzie, C.R.; Pesaren, M.H. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647464
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Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market.
Rogers, L.C.G.; Satchell, S.E.; Yoon, Y. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005650532