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subject:"Portfolio-Management"
subject:"United States"
~person:"Pesaran, M. Hashem"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
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Portfolio-Management
United States
Estimation theory
Portfolio selection
Prognoseverfahren
Theorie
89
Theory
89
Schätztheorie
22
Time series analysis
16
Zeitreihenanalyse
16
Panel
14
Panel study
14
Rational expectations
14
Rationale Erwartung
14
Estimation
11
Großbritannien
11
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11
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Forecasting model
10
Statistical theory
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Statistische Methodenlehre
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VAR-Modell
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35
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Aufsatz in Zeitschrift
Mehrbändiges Werk
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Working Paper
79
Graue Literatur
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Non-commercial literature
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English
36
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Pesaran, M. Hashem
Fabozzi, Frank J.
73
Franses, Philip Hans
53
Diebold, Francis X.
42
Clements, Michael P.
41
Timmermann, Allan
41
Gupta, Rangan
39
Hendry, David F.
38
Phillips, Peter C. B.
38
Satchell, Stephen
35
Heckman, James J.
34
Andrews, Donald W. K.
32
Baltagi, Badi H.
32
Granger, C. W. J.
32
Korn, Ralf
32
McAleer, Michael
31
Newey, Whitney K.
31
Swanson, Norman R.
30
Gouriéroux, Christian
29
Marcellino, Massimiliano
29
Engle, Robert F.
28
Li, Qi
28
Wong, Wing Keung
28
Bollerslev, Tim
27
Escobar, Marcos
27
Moosa, Imad A.
27
Petropoulos, Fotios
27
Koop, Gary
26
Ullah, Aman
26
Chavas, Jean-Paul
25
Jarrow, Robert A.
25
Li, Duan
25
Lien, Da-hsiang Donald
25
Ghysels, Eric
24
Krämer, Walter
24
Lo, Andrew W.
24
Makridakis, Spyros G.
24
Pierdzioch, Christian
24
Wang, Yudong
24
Linton, Oliver
23
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Journal of econometrics
5
Economics letters
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
2
Journal of forecasting
2
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
On modelling the long run in applied economics
1
Research in human capital and development : RHCD ; a research annual
1
The Manchester School of Economic and Social Studies
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
36
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1
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36
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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
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Saved in:
5
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:
6
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
7
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
8
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
Saved in:
9
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
Saved in:
10
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
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