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A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem; Pesaran, Bahram - 1989
Persistent link: https://www.econbiz.de/10000130921
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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993
Persistent link: https://www.econbiz.de/10000872012
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000952742
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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Simulation based econometric methods
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000918333
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem; Hall, Anthony D. - 1986
Persistent link: https://www.econbiz.de/10000715057
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Joint tests of non-nested models and general error specifications
Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev
Persistent link: https://www.econbiz.de/10000778211