Browsing All of EconStor by Author Pesaran, Mohammad Hashem

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