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Quasi maximum likelihood estim...
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A two-stage approach to spatio-temporal analysis with strong and weak cross-sectional dependence
Bailey, Natalia
;
Holly, Sean
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 249-280
Persistent link: https://www.econbiz.de/10011642153
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
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3
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Saved in:
4
General diagnostic tests for cross-sectional dependence in panels
Pesaran, M. Hashem
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 13-50
Persistent link: https://www.econbiz.de/10012488880
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5
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:
6
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:
7
Real time econometrics
Pesaran, M. Hashem
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002122625
Saved in:
8
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
Saved in:
9
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
10
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
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