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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~language:"cat"
~language:"eng"
~person:"Horowitz, Joel"
~person:"Pesaran, M. Hashem"
~type_genre:"Article in journal"
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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
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
3
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:
4
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:
5
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
6
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:
7
Nonparametric estimation and inference under shape restrictions
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 108-126
Persistent link: https://www.econbiz.de/10011917434
Saved in:
8
A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander
;
Grossman, Valerie
;
Pesaran, M. Hashem
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
Saved in:
9
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:
10
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim
;
Horowitz, Joel
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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