Search Results - Pesaran, M. Hashem 1946-

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  1. 1
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    An exponential class of dynamic binary choice panel data models with fixed effects
    by Sadoon, Majid M. al-, Li, Tong, Pesaran, M. Hashem 1946-

    Published 2012
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  2. 2
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    A VECX* model of the Swiss economy
    by Assenmacher-Wesche, Katrin, Pesaran, M. Hashem 1946-

    Published 2008
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  3. 3
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    Optimal asset allocation with factor models for large portfolios
    by Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

    Published 2008
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  4. 4
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    Diagnostic tests of cross section independence for nonlinear panel data models
    by Hsiao, Cheng 1943-, Pesaran, M. Hashem 1946-, Pick, Andreas

    Published 2007
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  5. 5
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    Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution
    by Pesaran, Bahram, Pesaran, M. Hashem 1946-

    Published 2007
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  6. 6
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    Learning, structural instability and present value calculations
    by Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

    Published 2006
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  7. 7
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    Testing dependence among serially correlated multi-category variables
    by Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

    Published 2006
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  8. 8
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    Testing slope homogeneity in large panels
    by Pesaran, M. Hashem 1946-, Yamagata, Takashi 1970-

    Published 2005
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  9. 9
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    What if the UK had joined the Euro in 1999?: an empirical evaluation using a global VAR
    by Pesaran, M. Hashem 1946-, Smith, L. Vanessa, Smith, Ron 1946-

    Published 2005
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  10. 10
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    Unit roots and cointegration in panels
    by Breitung, Jörg, Pesaran, M. Hashem 1946-

    Published 2005
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  11. 11
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    General diagnostic tests for cross section dependence in panels
    by Pesaran, M. Hashem 1946-

    Published 2004
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  12. 12
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    Random coefficient panel data models
    by Hsiao, Cheng 1943-, Pesaran, M. Hashem 1946-

    Published 2004
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  13. 13
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    Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management
    by Pesaran, M. Hashem 1946-, Zaffaroni, Paolo

    Published 2004
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  14. 14
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    Estimation and inference in large heterogeneous panels with a multifactor error structure
    by Pesaran, M. Hashem 1946-

    Published 2004
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  15. 15
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    Estimation and inference in short panel vector autoregressions with unit roots and cointegration
    by Binder, Michael 1967-, Hsiao, Cheng 1943-, Pesaran, M. Hashem 1946-

    Published 2000
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  16. 16
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    Time series and panel data econometrics
    by Pesaran, M. Hashem 1946-

    Published 2015
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  17. 17
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    An Empirical growth model for major oil exporters
    by Esfahani, Hadi Salehi, Mohaddes, Kamiar, Pesaran, M. Hashem 1946-

    Published 2012
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  18. 18
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    Robust standard errors in transformed likelihood estimation of dynamic panel data models
    by Hayakawa, Kazuhiko 1979-, Pesaran, M. Hashem 1946-

    Published 2012
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  19. 19
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    Forecasting economic and financial variables with global VARs
    by Pesaran, M. Hashem 1946-, Schuermann, Til, Smith, L. Vanessa

    Published 2008
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  20. 20
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    Forecasting random walks under drift instability
    by Pesaran, M. Hashem 1946-, Pick, Andreas

    Published 2008
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