Browsing All of EconStor by Author Pesaran, Mohammad Hashem

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Year of PublicationTitleAuthor(s)
2004Estimation and inference in large heterogeneous panels with a multifactor error structurePesaran, Mohammad Hashem
2004Random coefficient panel data modelsHsiao, Cheng; Pesaran, Mohammad Hashem
2004Forecasting Time Series Subject to Multiple Structural BreaksTimmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem
2004A pair-wise approach to testing for output and growth convergencePesaran, Mohammad Hashem
2004General diagnostic tests for cross section dependence in panelsPesaran, Mohammad Hashem
2004A Pair-Wise Approach to Testing for Output and Growth ConvergencePesaran, Mohammad Hashem
2004Forecasting time series subject to multiple structural breaksTimmermann, Allan; Pettenuzzo, Davide; Pesaran, Mohammad Hashem
2004Real Time EconometricsPesaran, Mohammad Hashem; Timmermann, Allan
2004Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk managementPesaran, Mohammad Hashem; Zaffaroni, Paolo
2004Random Coefficient Panel Data ModelsHsiao, Cheng; Pesaran, Mohammad Hashem
2004General Diagnostic Tests for Cross Section Dependence in PanelsPesaran, Mohammad Hashem
2005Unit roots and cointegration in panelsBreitung, Jörg; Pesaran, Mohammad Hashem
2005Firm heterogeneity and credit risk diversificationHanson, Samuel; Pesaran, Mohammad Hashem; Schuermann, Til
2005Exploring the international linkages of the euro area : a global VAR analysisDees, Stephane; di Mauro, Filippo; Pesaran, Mohammad Hashem; Smith, L. Vanessa
2005What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VARPesaran, Mohammad Hashem; Smith, L. Vanessa; Smith, Ron P.
2005Unit roots and cointegration in panelsBreitung, Jörg; Pesaran, Mohammad Hashem
2005Testing slope homogeneity in large panelsPesaran, Mohammad Hashem; Yamagata, Takashi
2005Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George; Pesaran, Mohammad Hashem
2005Market efficiency todayPesaran, Mohammad Hashem
2005Global business cycles and credit riskPesaran, Mohammad Hashem; Schuermann, Til; Treutler, Björn-Jakob