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person:"Pesaran, M. Hashem"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Regional science & urban economics"
~person:"Baltagi, Badi H."
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Pesaran, M. Hashem
Baltagi, Badi H.
Khalaf, Lynda
9
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8
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ECONIS (ZBW)
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
3
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
4
Heteroskedasticity and non-normality robust LM tests for spatial dependence
Baltagi, Badi H.
;
Yang, Zhenlin
- In:
Regional science & urban economics
43
(
2013
)
5
,
pp. 725-739
Persistent link: https://www.econbiz.de/10010237483
Saved in:
5
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
6
Testing slope homogeneity in large panels
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 50-93
Persistent link: https://www.econbiz.de/10003608093
Saved in:
7
Testing for serial correlation, spatial autocorrelation and random effects using panel data
Baltagi, Badi H.
;
Song, Seuck-heun
;
Jung, Byoung Cheol
; …
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 5-51
Persistent link: https://www.econbiz.de/10003559936
Saved in:
8
Testing panel data regression models woth spatial error correlation
Baltagi, Badi H.
;
Song, Seuck-heun
;
Koh, Won
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10001787606
Saved in:
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