A discrete-time version of target zone models with jumpsHashem Pesaran · First published 1995Open the Tome
An autoregressive distributed lag modelling approach to cointegration analysisHashem Pesaran · First published 1995Open the Tome
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables methodHashem Pesaran · First published 1993Open the Tome
Cointegration and speed of convergence to equilibriumHashem Pesaran · First published 1993Open the Tome
An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target-zone modelHashem Pesaran · First published 1991Open the Tome
Estimating limited-dependent rational expectations modelsHashem Pesaran · First published 1990Open the Tome
