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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~person:"Pesaran, M. Hashem"
~subject:"Schätzung"
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Portfolio-Management
USA
Schätzung
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Theory
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1972-1987
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Pesaran, M. Hashem
Diebold, Francis X.
8
Heckman, James J.
6
Aït-Sahalia, Yacine
5
Koop, Gary
5
Steel, Mark F. J.
5
Bollerslev, Tim
4
Gallant, A. Ronald
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Timmermann, Allan
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Journal of econometrics
The review of economics and statistics
CESifo working papers
17
DAE working paper
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Cambridge working papers in economics
10
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6
Journal of applied econometrics
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
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1
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
2
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
3
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Saved in:
4
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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