Browsing All of EconStor by Author Pesaran, Mohammad Hashem


Showing results 21 to 40 of 77
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Year of PublicationTitleAuthor(s)
2005Survey expectationsPesaran, Mohammad Hashem; Weale, Martin R.
2006Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Macroeconometric modelling with a global perspectivePesaran, Mohammad Hashem; Smith, Ron P.
2006Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2006Econometrics: a bird's eye viewGeweke, John F.; Horowitz, Joel L.; Pesaran, Mohammad Hashem
2006Econometrics: a bird's eye viewGeweke, John F.; Horowitz, Joel L.; Pesaran, Mohammad Hashem
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2006Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Pairwise tests of purchasing power parity using aggregate and disaggregate price measuresPesaran, Mohammad Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Liudmyla
2007On econometric analysis of structural systems with permanent and transitory shocks and exogenous variablesPagan, Adrian; Pesaran, Mohammad Hashem
2007Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2007Modelling volatilities and conditional correlations in futures markets with a multivariate t distributionPesaran, Bahram; Pesaran, Mohammad Hashem
2007Long Run Macroeconomic Relations in the Global EconomyPesaran, Mohammad Hashem; Holly, Sean; Dees, Stephane; Smith, L. Vanessa
2007Long run macroeconomic relations in the global economyDees, Stephane; Holly, Sean; Pesaran, Mohammad Hashem; Smith, L. Vanessa
2007Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas
2007Long Run Macroeconomic Relations in the Global EconomyPesaran, Mohammad Hashem; Holly, Sean; Dees, Stephane; Smith, L. Vanessa