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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~person:"Pesaran, M. Hashem"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Glossar enthalten"
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10
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Pesaran, M. Hashem
Phillips, Peter C. B.
35
Sirmans, Clemon F.
26
Linton, Oliver
22
Gupta, Rangan
21
Lee, Lung-fei
21
Baltagi, Badi H.
20
Su, Liangjun
20
Chen, Songnian
19
Li, Qi
19
McAleer, Michael
19
Robinson, Peter M.
17
Ghosh, Chinmoy
16
Bollerslev, Tim
15
Cai, Zongwu
15
Chen, Xiaohong
15
Glascock, John Leslie
15
Todorov, Viktor
15
Chinloy, Peter
14
Park, Joon Y.
14
Aït-Sahalia, Yacine
13
Fan, Yanqin
13
Gao, Jiti
13
Slottje, Daniel Jonathan
13
Taylor, Robert
13
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12
Hsiao, Cheng
12
Ling, David C.
12
Shilling, James D.
12
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12
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12
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11
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11
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11
Gouriéroux, Christian
11
Ong, Seow-eng
11
Renault, Eric
11
Schmidt, Peter
11
Sun, Yixiao
11
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10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of econometrics
Journal of risk and financial management : JRFM
The journal of real estate finance and economics
Journal of applied econometrics
8
Economics letters
5
Econometric reviews
3
Oxford bulletin of economics and statistics
3
The economic journal : the journal of the Royal Economic Society
3
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 economic dynamics & control
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric theory
1
Economic modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of forecasting
1
On modelling the long run in applied economics
1
Oxford open economics
1
Research in human capital and development : RHCD ; a research annual
1
The Manchester School of Economic and Social Studies
1
The econometrics journal
1
The experiment in applied econometrics
1
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ECONIS (ZBW)
12
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1
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012619251
Saved in:
2
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 507-541
Persistent link: https://www.econbiz.de/10012483410
Saved in:
3
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Saved in:
4
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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
Large panels with common factors and spatial correlation
Pesaran, M. Hashem
;
Tosetti, Elisa
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10009242172
Saved in:
7
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
Saved in:
8
A spatio-temporal model of house prices in the USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
9
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
10
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
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