The following pages link to M. Hashem Pesaran (Q265112):
Displaying 50 items.
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- (Q374829) (redirect page) (← links)
- The J-test as a Hausman specification test (Q374830) (← links)
- (Q530594) (redirect page) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Limited-dependent rational expectations models with future expectations (Q672671) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- (Q902664) (redirect page) (← links)
- A proof of the asymptotic validity of a test for perfect aggregation (Q902665) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Impulse response analysis in nonlinear multivariate models (Q1126497) (← links)
- Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
- On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
- Identification of rational expectations models (Q1166232) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone (Q1194027) (← links)
- Stochastic growth models and their econometric implications (Q1304785) (← links)
- A generalization of the non-parametric Henriksson-Merton test of market timing (Q1327874) (← links)
- A floor and ceiling model of US output (Q1391759) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption (Q1578935) (← links)
- Life-cycle consumption under social interactions (Q1583306) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- The role of theory in econometrics (Q1893399) (← links)
- Estimating long-run relationships from dynamic heterogeneous panels (Q1899227) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems (Q1978473) (← links)
- Correction to: ``Exponent of cross-sectional dependence for residuals'' (Q2023801) (← links)
- Econometric analysis of production networks with dominant units (Q2224893) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Limited-dependent rational expectations models with stochastic thresholds (Q2442557) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
