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1

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith

Journal:

Journal of Applied Econometrics

Année:

2001

Langue:

english

Fichier:

PDF, 350 KB

english, 2001

2

A simple panel unit root test in the presence of cross-section dependence

M. Hashem Pesaran

Journal:

Journal of Applied Econometrics

Année:

2007

Langue:

english

Fichier:

PDF, 372 KB

english, 2007

3

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Cheng Hsiao, M. Hashem Pesaran, A. Kamil Tahmiscioglu

Journal:

Journal of Econometrics

Année:

2002

Langue:

english

Fichier:

PDF, 323 KB

english, 2002

4

Testing for unit roots in heterogeneous panels

Kyung So Im, M.Hashem Pesaran, Yongcheol Shin

Journal:

Journal of Econometrics

Année:

2003

Langue:

english

Fichier:

PDF, 223 KB

english, 2003

5

Estimating long-run relationships from dynamic heterogeneous panels

M.Hashem Pesaran, Ron Smith

Journal:

Journal of Econometrics

Année:

1995

Langue:

english

Fichier:

PDF, 1.77 MB

english, 1995

6

Testing slope homogeneity in large panels

M. Hashem Pesaran, Takashi Yamagata

Journal:

Journal of Econometrics

Année:

2008

Langue:

english

Fichier:

PDF, 447 KB

english, 2008

7

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

Pesaran, M. Hashem, Shin, Yongcheol, Smith, Ron P.

Journal:

Journal of the American Statistical Association

Année:

1999

Langue:

english

Fichier:

PDF, 1.41 MB

english, 1999

8

Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

Chudik, Alexander, Pesaran, M. Hashem

Journal:

Journal of Econometrics

Année:

2015

Langue:

english

Fichier:

PDF, 620 KB

english, 2015

9

Economic and statistical measures of forecast accuracy

Clive W. J. Granger, M. Hashem Pesaran

Journal:

Journal of Forecasting

Année:

2000

Langue:

english

Fichier:

PDF, 212 KB

english, 2000

10

Generalized impulse response analysis in linear multivariate models

H.Hashem Pesaran, Yongcheol Shin

Journal:

Economics Letters

Année:

1998

Langue:

english

Fichier:

PDF, 135 KB

english, 1998

11

Testing Weak Cross-Sectional Dependence in Large Panels

Pesaran, M. Hashem

Journal:

Econometric Reviews

Année:

2015

Langue:

english

Fichier:

PDF, 249 KB

english, 2015

12

A Long run structural macroeconometric model of the UK

Anthony Garratt, Kevin Lee, M. Hashem Pesaran, Yongcheol Shin

Journal:

The Economic Journal

Année:

2003

Langue:

english

Fichier:

PDF, 393 KB

english, 2003

13

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 427 KB

english, 2006

14

Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

Pesaran, M. Hashem, Schuermann, Til, Weiner, Scott M

Journal:

Journal of Business and Economic Statistics

Année:

2004

Langue:

english

Fichier:

PDF, 1.21 MB

english, 2004

15

Predictability of Stock Returns: Robustness and Economic Significance

M. Hashem Pesaran and Allan Timmermann

Journal:

The Journal of Finance

Année:

1995

Langue:

english

Fichier:

PDF, 728 KB

english, 1995

16

The Iranian Economy in the Twentieth Century: A Global Perspective

Esfahani, Hadi Salehi, Pesaran, M. Hashem

Journal:

Iranian Studies

Année:

2009

Langue:

english

Fichier:

PDF, 1.33 MB

english, 2009

17

Handbook of Applied Econometrics Volume II: Microeconomics ||

Pesaran, M. Hashem, Schmidt, Peter

Année:

1999

Langue:

english

Fichier:

PDF, 14.76 MB

english, 1999

18

The role of theory in econometrics

M.Hashem Pesaran, Ron Smith

Journal:

Journal of Econometrics

Année:

1995

Langue:

english

Fichier:

PDF, 1.36 MB

english, 1995

19

A bias-adjusted LM test of error cross-section independence

M. Hashem Pesaran, Aman Ullah, Takashi Yamagata

Journal:

The Econometrics Journal

Année:

2008

Langue:

english

Fichier:

PDF, 166 KB

english, 2008

20

Economic Reform and the Reconstruction of the Iranian Economy

Massoud Karshenas and M. Hashem Pesaran

Journal:

The Middle East Journal

Année:

1995

Langue:

english

Fichier:

PDF, 727 KB

english, 1995

21

Cointegration and speed of convergence to equilibrium

M.Hashem Pesaran, Yongcheol Shin

Journal:

Journal of Econometrics

Année:

1996

Langue:

english

Fichier:

PDF, 1.57 MB

english, 1996

22

Impulse response analysis in nonlinear multivariate models

Gary Koop, M.Hashem Pesaran, Simon M. Potter

Journal:

Journal of Econometrics

Année:

1996

Langue:

english

Fichier:

PDF, 1.36 MB

english, 1996

23

The Role of Economic Theory in Modelling the Long Run

M. Hashem Pesaran

Journal:

The Economic Journal

Année:

1997

Langue:

english

Fichier:

PDF, 349 KB

english, 1997

24

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran and Allan Timmermann

Journal:

Journal of Business and Economic Statistics

Année:

1992

Langue:

english

Fichier:

PDF, 214 KB

english, 1992

25

Special Issue in Memory of John Denis Sargan, 1924-1996: Studies in Empirical Macroeconometrics || Bounds Testing Approaches to the Analysis of Level Relationships

M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith

Journal:

Journal of Applied Econometrics

Année:

2001

Langue:

english

Fichier:

PDF, 1.05 MB

english, 2001

26

Statistical inference in non-nested econometric models

Michael McAleer, M.Hashem Pesaran

Journal:

Applied Mathematics and Computation

Année:

1986

Langue:

english

Fichier:

PDF, 2.32 MB

english, 1986

27

Selection of estimation window in the presence of breaks

M. Hashem Pesaran, Allan Timmermann

Journal:

Journal of Econometrics

Année:

2007

Langue:

english

Fichier:

PDF, 293 KB

english, 2007

28

Structural analysis of vector error correction models with exogenous I(1) variables

M.Hashem Pesaran, Yongcheol Shin, Richard J. Smith

Journal:

Journal of Econometrics

Année:

2000

Langue:

english

Fichier:

PDF, 325 KB

english, 2000

29

Structural Analysis of Cointegrating VARs

M. Hashem Pesaran, Ron P. Smith

Journal:

Journal of Economic Surveys

Année:

1998

Langue:

english

Fichier:

PDF, 853 KB

english, 1998

30

Weak and strong cross-section dependence and estimation of large panels

Alexander Chudik, M. Hashem Pesaran, Elisa Tosetti

Journal:

The Econometrics Journal

Année:

2011

Langue:

english

Fichier:

PDF, 477 KB

english, 2011

31

Cointegration and direct tests of the rational expectations hypothesis

McAleer, Michael, McKenzie, C.R, Hashem Pesaran, M.

Journal:

Econometric Reviews

Année:

1994

Langue:

english

Fichier:

PDF, 809 KB

english, 1994

32

Forecasting economic and financial variables with global VARs

M. Hashem Pesaran, Til Schuermann, L. Vanessa Smith

Journal:

International Journal of Forecasting

Année:

2009

Langue:

english

Fichier:

PDF, 12.00 MB

english, 2009

33

On Identification of Bayesian DSGE Models

Koop, Gary, Pesaran, M. Hashem, Smith, Ron P.

Journal:

Journal of Business and Economic Statistics

Année:

2013

Langue:

english

Fichier:

PDF, 265 KB

english, 2013

34

Macroeconomic Dynamics and Credit Risk: A Global Perspective

M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler and Scott M. Weiner

Journal:

Journal of Money, Credit and Banking

Année:

2006

Langue:

english

Fichier:

PDF, 1.13 MB

english, 2006

35

Optimal forecasts in the presence of structural breaks

Pesaran, M. Hashem, Pick, Andreas, Pranovich, Mikhail

Journal:

Journal of Econometrics

Année:

2013

Langue:

english

Fichier:

PDF, 647 KB

english, 2013

36

Forecast Combination Across Estimation Windows

Pesaran, M. Hashem, Pick, Andreas

Journal:

Journal of Business and Economic Statistics

Année:

2011

Langue:

english

Fichier:

PDF, 230 KB

english, 2011

37

THEORY AND PRACTICE OF GVAR MODELLING

Chudik, Alexander, Pesaran, M. Hashem

Journal:

Journal of Economic Surveys

Année:

2014

Langue:

english

Fichier:

PDF, 289 KB

english, 2014

38

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

Hashem Pesaran, M., Smith, Ron P.

Journal:

Research in Economics

Année:

2016

Langue:

english

Fichier:

PDF, 690 KB

english, 2016

39

Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Applications || A Simple Panel Unit Root Test in the Presence of Cross-Section Dependence

M. Hashem Pesaran

Journal:

Journal of Applied Econometrics

Année:

2007

Langue:

english

Fichier:

PDF, 4.94 MB

english, 2007

40

Large Panel Data Models with Cross-Sectional Dependence: A Survey

Chudik, Alexander, Pesaran, M. Hashem

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 488 KB

english, 2013

41

A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

Pesaran, M. Hashem

Journal:

SSRN Electronic Journal

Année:

2003

Langue:

english

Fichier:

PDF, 730 KB

english, 2003

42

Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis

Kahn, Matthew E., Mohaddes, Kamiar, C. Ng, Ryan N., Pesaran, M. Hashem, Raissi, Mehdi, Yang, Jui-Chung

Journal:

SSRN Electronic Journal

Année:

2019

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2019

43

Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models

Harding, Matthew, Lamarche, Carlos, Pesaran, M. Hashem

Journal:

Journal of Applied Econometrics

Année:

2020

Fichier:

PDF, 1.52 MB

2020

44

A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics

David F. Hendry, Professor M. Hashem Pesaran

Journal:

Journal of Applied Econometrics

Année:

2001

Langue:

english

Fichier:

PDF, 55 KB

english, 2001

45

Journal of Applied Econometrics distinguished authors

M. Hashem Pesaran

Journal:

Journal of Applied Econometrics

Année:

2001

Langue:

english

Fichier:

PDF, 26 KB

english, 2001

46

Small sample properties of forecasts from autoregressive models under structural breaks

M. Hashem Pesaran, Allan Timmermann

Journal:

Journal of Econometrics

Année:

2005

Langue:

english

Fichier:

PDF, 337 KB

english, 2005

47

Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models

Cheng Hsiao, M. Hashem Pesaran, Andreas Pick

Journal:

Oxford Bulletin of Economics and Statistics

Année:

2012

Langue:

english

Fichier:

PDF, 275 KB

english, 2012

48

Rejoinder to comments on forecasting economic and financial variables with global VARs

M. Hashem Pesaran, Til Schuermann, L. Vanessa Smith

Journal:

International Journal of Forecasting

Année:

2009

Langue:

english

Fichier:

PDF, 1.00 MB

english, 2009

49

4 The Role of Theory in Applied Econometrics

M. HASHEM PESARAN

Journal:

Economic Record

Année:

1988

Langue:

english

Fichier:

PDF, 337 KB

english, 1988

50

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Bahram Pesaran, M. Hashem Pesaran

Journal:

Economic Modelling

Année:

2010

Langue:

english

Fichier:

PDF, 2.04 MB

english, 2010