Hashem Pesaran
1946
Books
- Keynes' economics
- Estimating limited-dependent rational expectations models
- Forecasting stock returns
- Limited-dependent rational expectations models with future expectations
- The natural rate hypothesis and its testable implications
- Planning and macroeconomic stabilization in Iran
- The use of recursive model selection strategies in forecasting stock returns
- An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target-zone model
- A discrete-time version of target zone models with jumps
- Expectations in economics
- A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
- Persistence, cointegration and aggregation
- A simple, non-parametric test of predictive performance
- Cointegration and speed of convergence to equilibrium
- Evaluation of macroeconomic models
- Forecasting ultimate resource recovery
- Limited-dependent rational expectations models with stochastic thresholds
- On the problem of aggregation in econometrics
- Rational expectations in disaggregated models
- Diagnostics for IV regressions
- An autoregressive distributed lag modelling approach to cointegration analysis
- Dynamic linear models for heterogeneous panels
- A floor and ceiling model of U.S. output
- The Iranian foreign exchange policy and the black market for dollars
- The statistical and economic significance of the predictability of excess returns on common stocks
- The limits to rational expectations
Author data: Open Library