Hashem Pesaran
Born 1946-01-01
Identifiers
- Open LibraryOL4454645A
Top Subjects
- Macroeconomics. (1)
- Rational expectations (Economic theory) -- Mathematical models. (1)
- Organization of the Petroleum Exporting Countries (1)
- Regression analysis (1)
- Heteroscedasticity (1)
Books by Hashem Pesaran
Total count: 24
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Evaluation of macroeconomic modelstowards a more general frameworkBirkbeck College, Dept.of Economics1984-01-01
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On the problem of aggregation in econometricsBancad'Italia1986-01-01
The limits to rational expectationsBasil Blackwell1987-01-01-
Expectations in economicsRev. ed.University of Cambridge, Department of Applied Economics1990-01-01
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A simple, non-parametric test of predictive performanceUniversity of Cambridge, Department of Applied Economics1990-01-01
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The statistical and economic significance of the predictability of excess returns on common stocksUniversity of Cambridge, Department of Applied Economics1990-01-01
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Estimating limited-dependent rational expectations modelsUniversity of Cambridge, Department of Applied Economics1990-01-01
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Rational expectations in disaggregated modelsan empirical analysis of OPEC's behaviourDepartment of Applied Economics, University of Cambridge1990-01-01
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Persistence, cointegration and aggregationa disaggregated analysis of output fluctuations in the US economyUniversity of Cambridge, Department of Applied Economics1990-01-01
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An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target-zone modelUniversity of Cambridge, Department of Applied Economics1991-01-01
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The Iranian foreign exchange policy and the black market for dollarsUniversity of Cambridge, Department of Applied Economics1991-01-01
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Forecasting stock returns1992-01-01
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Cointegration and speed of convergence to equilibriumDepartmentof Applied Economics, University of Cambridge1993-01-01
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A generalized R2 and non-nested tests for regression models estimated by the instrumental variables methodDepartment of Applied Economics, University of Cambridge1993-01-01
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Limited-dependent rational expectations models with future expectationsDepartment of Applied Economics, University of Cambridge1993-01-01
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The natural rate hypothesis and its testable implicationsUniversity of Cambridge, Department of Applied Economics1993-01-01
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Forecasting ultimate resource recoveryDepartment ofApplied Economics, University of Cambridge1993-01-01
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Limited-dependent rational expectations models with stochastic thresholdsUniversity of Cambridge, Department of Applied Economics1993-01-01
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The use of recursive model selection strategies in forecasting stock returnsUniversity of Cambridge, Department of Applied Economics1994-01-01
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A floor and ceiling model of U.S. output1994-01-01
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Dynamic linear models for heterogeneous panelsDepartment of Applied Economics, University of Cambridge1995-01-01
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Planning and macroeconomic stabilization in IranDepartment of Applied Economics, University of Cambridge1995-01-01
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A discrete-time version of target zone models with jumpsDepartment of Applied Economics, University of Cambridge1995-01-01
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Diagnostics for IV regressionsUniversity of Cambridge, Department of Applied Economics1997-01-01