Hashem Pesaran

1946 · 26 obras en el catálogo

Obras

AAn analysis of the determination of Deutsche mark/French fra

An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target-zone model

AAn autoregressive distributed lag modelling approach to coin

An autoregressive distributed lag modelling approach to cointegration analysis

CCointegration and speed of convergence to equilibrium

Cointegration and speed of convergence to equilibrium

DDiagnostics for IV regressions

Diagnostics for IV regressions

AA discrete-time version of target zone models with jumps

A discrete-time version of target zone models with jumps

DDynamic linear models for heterogeneous panels

Dynamic linear models for heterogeneous panels

EEstimating limited-dependent rational expectations models

Estimating limited-dependent rational expectations models

EEvaluation of macroeconomic models

Evaluation of macroeconomic models

EExpectations in economics

Expectations in economics

AA floor and ceiling model of U.S. output

A floor and ceiling model of U.S. output

FForecasting stock returns

Forecasting stock returns

FForecasting ultimate resource recovery

Forecasting ultimate resource recovery

AA generalized R2 and non-nested tests for regression models

A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method

TThe Iranian foreign exchange policy and the black market for

The Iranian foreign exchange policy and the black market for dollars

LLimited-dependent rational expectations models with future e

Limited-dependent rational expectations models with future expectations

LLimited-dependent rational expectations models with stochast

Limited-dependent rational expectations models with stochastic thresholds

The limits to rational expectations

TThe natural rate hypothesis and its testable implications

The natural rate hypothesis and its testable implications

OOn the problem of aggregation in econometrics

On the problem of aggregation in econometrics

PPersistence, cointegration and aggregation

Persistence, cointegration and aggregation

PPlanning and macroeconomic stabilization in Iran

Planning and macroeconomic stabilization in Iran

RRational expectations in disaggregated models

Rational expectations in disaggregated models

AA simple, non-parametric test of predictive performance

A simple, non-parametric test of predictive performance

TThe statistical and economic significance of the predictabil

The statistical and economic significance of the predictability of excess returns on common stocks