Browsing All of EconStor by Author Pesaran, M. Hashem


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Year of PublicationTitleAuthor(s)
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And CointegrationBinder, Michael; Hsiao, Cheng; Pesaran, M. Hashem
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling ApproachPesaran, M. Hashem
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK EconomyPesaran, M. Hashem
2003Estimation and Inference in Large Heterogenous Panels with Cross Section DependencePesaran, M. Hashem
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural BreaksTimmermann, Allan; Pesaran, M. Hashem
2003Macroeconomic Dynamics and Credit Risk: A Global PerspectiveSchuermann, Til; Treutler, Björn-Jakob; Weiner, Scott M.; Pesaran, M. Hashem
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?Timmermann, Allan; Pesaran, M. Hashem
2004Real Time EconometricsPesaran, M. Hashem; Timmermann, Allan
2004Econometric Issues in the Analysis of ContagionPesaran, M. Hashem; Pick, Andreas
2005Alternative approaches to estimation and inference in large multifactor panels: Small sample results with an application to modelling of asset returnsKapetanios, George; Pesaran, M. Hashem
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi
2008Forecasting economic and financial variables with global VARsPesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa
2011China's emergence in the world economy and business cycles in Latin AmericaCesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, Alessandro; Xu, TengTeng
2011China's Emergence in the World Economy and Business Cycles in Latin AmericaCesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, Alessandro; Xu, TengTeng
2011Business cycle effects of credit and technology shocks in a DSGE model with firm defaultsPesaran, M. Hashem; Xu, TengTeng
2012An exponential class of dynamic binary choice panel data models with fixed effectsAl-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem
2012An empirical growth model for major oil exportersEsfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem
2012China's emergence in the world economy and business cycles in Latin AmericaCesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, Alessandro; Xu, TengTeng
2012An empirical growth model for major oil exportersEsfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem
2012Testing weak cross-sectional dependence in large panelsPesaran, M. Hashem