M Pesaran

发表

Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results

Michael Binder, M Pesaran, M. Pesaran, 1995 .

The Forecasing time series subject to multiple structure breaks

M Pesaran, Davide Pettenuzzo, Allan Timmermann, 2005 .

Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions

Cheng Hsiao, M Pesaran, Jan Mutl, 2002 .

GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation

Michael Binder, M Pesaran, M. Pesaran, 1997 .

JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS

Michael McAleer, M Pesaran, A. K. Beraq, 1989 .

GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results

Michael Binder, M Pesaran, M. Pesaran, 1994 .

Inflation, Capital Gains and U.K. Personal Savings: 1953-1981

Robert Evans, M Pesaran, M. Pesaran, 1984 .

Testing for Aggregation Bias in Linear Models

Richard Pierse, M Pesaran, Kevin Lee, 1990 .

Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels

Yongcheol Shin, Ronald Smith, M Pesaran, 1997 .

Bounds Testing Approaches to the Analysis of Long-run Relationships

Yongcheol Shin, M Pesaran, M. Pesaran, 1999 .

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Anthony Garratt, Yongcheol Shin, M Pesaran, 2006 .

An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Yongcheol Shin, M Pesaran, C. Granger, 1995 .

Cointegration and speed of convergence to equilibrium

Yongcheol Shin, M Pesaran, M. Pesaran, 1996 .

TESTING FOR STRUCTURAL STABILITY AND PREDICTIVE FAILURE: A REVIEW

Ronald Smith, M Pesaran, M. Pesaran, 1985 .

The Role of Sectoral Interactions in Wage Determination in the UK Economy

M Pesaran, Kevin Lee, M. Pesaran, 1993 .