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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Pesaran, M. Hashem"
~subject:"Australien"
~subject:"Induktive Statistik"
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Probability theory
Time series analysis
Australien
Induktive Statistik
Estimation theory
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3
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Pesaran, M. Hashem
Gao, Jiti
33
Peng, Bin
15
Hyndman, Rob J.
14
Dong, Chaohua
9
Martin, Gael M.
9
Poskitt, Donald Stephen
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6
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Cai, Biqing
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Nadarajah, K.
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Tu, Yundong
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Journal of applied econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
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6
Journal of econometrics
3
CESifo Working Paper
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
2
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:
3
Classical and Bayesian methods of testing for unit roots
Pesaran, M. Hashem
(
contributor
)
- In:
Journal of applied econometrics
6
(
1991
)
4
,
pp. 333-473
Persistent link: https://www.econbiz.de/10001114637
Saved in:
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