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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009580154
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2008
Persistent link: https://www.econbiz.de/10003850869
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
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Pairwise tests of purchasing power parity using aggregate and disaggregate price measures
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - 2006
Persistent link: https://www.econbiz.de/10003328162
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Learning, structural instability and present value calculations
Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003328204
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003491106
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Lumpy price adjustments : a microeconometric analysis
Dhyne, Emmanuel; Fuss, Catherine; Pesaran, M. Hashem; … - 2007
Persistent link: https://www.econbiz.de/10003482172
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
Persistent link: https://www.econbiz.de/10003604405
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714