Browsing All of EconStor by Author Pesaran, M. Hashem

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