Browsing All of EconStor by Author Pesaran, Mohammad Hashem

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Year of PublicationTitleAuthor(s)
2005 Firm heterogeneity and credit risk diversificationHanson, Samuel; Pesaran, Mohammad Hashem; Schuermann, Til
2006 A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Pairwise tests of purchasing power parity using aggregate and disaggregate price measuresPesaran, Mohammad Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Liudmyla
2006 Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006 Macroeconometric modelling with a global perspectivePesaran, Mohammad Hashem; Smith, Ron P.
2006 Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2006 Learning, structural instability and present value calculationsPesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan
2006 Econometrics: a bird's eye viewGeweke, John F.; Horowitz, Joel L.; Pesaran, Mohammad Hashem
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem; Timmermann, Allan
2006 A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Econometrics: a bird's eye viewGeweke, John F.; Horowitz, Joel L.; Pesaran, Mohammad Hashem
2007 Lumpy price adjustments: a microeconometric analysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, Mohammad Hashem; Sevestre, Patrick
2007 Modelling volatilities and conditional correlations in futures markets with a multivariate t distributionPesaran, Bahram; Pesaran, Mohammad Hashem
2007 Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas
2007 Infinite dimensional VARs and factor modelsChudik, Alexander; Pesaran, Mohammad Hashem
2007 Long Run Macroeconomic Relations in the Global EconomyPesaran, Mohammad Hashem; Holly, Sean; Dees, Stephane; Smith, L. Vanessa
2007 Monetary Policy Transmission and the Phillips Curve in a Global ContextSmith, Ron P.; Pesaran, Mohammad Hashem
2007 Long Run Macroeconomic Relations in the Global EconomyPesaran, Mohammad Hashem; Holly, Sean; Dees, Stephane; Smith, L. Vanessa