Equilibrium asset pricing models and predictability of excess returns: theory and evidence

Autor: Pesaran, M. Hashem, 1946-, Potter, Simon M.
Rok: 1991

A unified approach to estimation and orthogonality tests in linear single equation econometric models

Autor: Pesaran, M. Hashem, 1946-, Smith, Richard J.
Rok: 1991

The Iranian foreign exchange policy and the black market for dollars

Autor: Pesaran, M. Hashem, 1946-
Rok: 1991

A simulation approach to the problem of computing Cox's statistics for testing non-nested models

Autor: Pesaran, M. Hashem, 1946-, Pesaran, Bahram
Rok: 1989

Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level

Autor: Pesaran, M. Hashem, 1946-
Rok: 1989

Costly adjustment under rational expectations: a generalization

Autor: Pesaran, M. Hashem, 1946-
Rok: 1989

Consistency of short-term and long-term expectations

Autor: Pesaran, M. Hashem, 1946-
Rok: 1989

On the volatility and efficiency of stock prices

Autor: Pesaran, M. Hashem, 1946-
Rok: 1989

Aggregation bias in labour demand equations for the UK economy

Autor: Lee, K., Pesaran, M. Hashem, 1946-, Pierse, Richard G.
Rok: 1989

Formation of inflation expectations in British manufacturing industries

Autor: Pesaran, M. Hashem, 1946-
Rok: 1987

Dinamičeskaja regressija : teorija i algoritmy = Dynamic regression : theory and algorithms

Autor: Pesaran, M. Hashem, 1946-, Slater, Lucy Joan, 1922- Dynamic regression : theory and algorithms

Rok: 1984