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DateTitle Authors
2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in TailsDiks, Cees / Panchenko, Valentyn / van Dijk, Dick
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2007 Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng / Pesaran, Mohammad Hashem / Pick, Andreas
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2006 Panels with nonstationary multifactor error structuresKapetanios, George / Pesaran, Mohammad Hashem / Yamagata, Takashi
2005 Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George / Pesaran, Mohammad Hashem
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2006 EU Merger Remedies: A Preliminary Empirical AssessmentDuso, Tomaso / Gugler, Klaus / Yurtoglu, Burcin B.
2004 General Diagnostic Tests for Cross Section Dependence in PanelsPesaran, Mohammad Hashem

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