The following pages link to M. Hashem Pesaran (Q265112):
Displayed 43 items.
- Signs of impact effects in time series regression models (Q2512333) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- Econometric analysis of structural systems with permanent and transitory shocks (Q2654404) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- (Q2704699) (← links)
- (Q2704701) (← links)
- (Q2880716) (← links)
- (Q2950659) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE (Q3040370) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models (Q3347135) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479) (← links)
- Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
- Global and National Macroeconometric Modelling (Q3435254) (← links)
- A bias-adjusted LM test of error cross-section independence (Q3499431) (← links)
- (Q3678538) (← links)
- (Q3928892) (← links)
- (Q3943882) (← links)
- On the General Problem of Model Selection (Q4078934) (← links)
- Testing Non-Nested Nonlinear Regression Models (Q4158373) (← links)
- A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method (Q4301035) (← links)
- Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth (Q4306533) (← links)
- (Q4518957) (← links)
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (Q4541237) (← links)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- Cointegration and direct tests of the rational expectations hypothesis (Q4853081) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors (Q5180216) (← links)
- Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error (Q5184324) (← links)
- Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach (Q5186551) (← links)
- Testing Dependence Among Serially Correlated Multicategory Variables (Q5256128) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Forecast Combination Across Estimation Windows (Q5392709) (← links)
- (Q5474890) (← links)
- REAL-TIME ECONOMETRICS (Q5697632) (← links)
- Estimation of time-invariant effects in static panel data models (Q5860898) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
- Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)