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A MODEL OF THE ROLE OF BROKERAGE IN FINANCIAL INTERMEDIATION.
SEABRIGHT, P. - Faculty of Economics, University of Cambridge - 1990
Persistent link: https://www.econbiz.de/10005776876
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The Use of Recursive Model Selection Strategies in Forecasting Stock Returns.
Pesaran, H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005783771
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Testing a Time-Series for Difference Stationarity
McCabe, B.P.M.; Tremayne, A.R. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005783823
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Forecasting Stock Returns.
Pesaran, M.H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 1992
Persistent link: https://www.econbiz.de/10005783846
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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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European Pension Systems: A Simulation Analysis.
Kenc, T.; Perraudin, W. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005272578
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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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Dynamic Linear Models for Heterogeneous Panels.
Pesaran, H.; Smith, R.; Im, K.S. - Faculty of Economics, University of Cambridge - 1995
Persistent link: https://www.econbiz.de/10005274283
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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