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linear models
economic models
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econometrics
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Cross Section Dependence
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tests
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expectations
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Global VAR (GVAR)
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structural breaks
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COINTEGRATION
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PESARAN, M.H.
3
BERA, A.K.
2
MCALEER, M.
1
MCLEER, M.
1
SAMIEI, H.
1
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CentER for Economic Research, Universiteit van Tilburg
1
Department of Economics, University of California-Los Angeles (UCLA)
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Faculty of Economics, University of Cambridge
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California Los Angeles - Applied Econometrics
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Cambridge Working Papers in Economics
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1
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT.
MCLEER, M.
;
PESARAN, M.H.
;
BERA, A.K.
-
CentER for Economic Research, Universiteit van Tilburg
-
1990
Persistent link: https://www.econbiz.de/10005660506
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2
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.
BERA, A.K.
;
MCALEER, M.
;
PESARAN, M.H.
-
Department of Economics, University of California-Los …
-
1989
Persistent link: https://www.econbiz.de/10005777158
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3
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS.
PESARAN, M.H.
;
SAMIEI, H.
-
Faculty of Economics, University of Cambridge
-
1990
Persistent link: https://www.econbiz.de/10005272592
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