Books by Pesaran, M. Hashem

49 books found

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics

20152 ed.
Dynamic regression

Dynamic regression

19802 ed.
Global business cycles and credit risk

Global business cycles and credit risk

20052 ed.
Energy demand in Asian developing economies

Energy demand in Asian developing economies

19982 ed.
Non-Linear Dynamics, Chaos, and Econometrics

Non-Linear Dynamics, Chaos, and Econometrics

19931 ed.
A recursive modelling approach to predicting UK stock returns

A recursive modelling approach to predicting UK stock returns

19991 ed.
Testing dependence among serially correlated multi-category variables

Testing dependence among serially correlated multi-category variables

20061 ed.
Limits to Rational Expectations

Limits to Rational Expectations

19871 ed.
Macroeconomics

Macroeconomics

19991 ed.
Forecasting time series subject to multiple structural breaks

Forecasting time series subject to multiple structural breaks

20041 ed.
General diagnostic tests for cross section dependence in panels

General diagnostic tests for cross section dependence in panels

20041 ed.
A pair-wise approach to testing for output and growth convergence

A pair-wise approach to testing for output and growth convergence

20041 ed.
Economic trends and macroeconomic policies in post-revolutionary Iran

Economic trends and macroeconomic policies in post-revolutionary Iran

19951 ed.
World economic prospects and the Iranian economy

World economic prospects and the Iranian economy

19761 ed.
Planning & macroeconomic stabilization in Iran

Planning & macroeconomic stabilization in Iran

19951 ed.
Equilibrium asset pricing models and predictability of excess returns

Equilibrium asset pricing models and predictability of excess returns

19911 ed.
The limits to rational expectations

The limits to rational expectations

19881 ed.
Handbook of applied econometrics

Handbook of applied econometrics

19951 ed.
Generalised impulse responseanalysis in linear multivariate models

Generalised impulse responseanalysis in linear multivariate models

19971 ed.
Microfit

Microfit

19872 ed.
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