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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem - In: Journal of econometrics 57 (1993) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
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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
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - In: Analysis of panels and limited dependent variable …, (pp. 268-296). 1999
Persistent link: https://www.econbiz.de/10001445126
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Bias reduction in estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem; Zhao, Zhongyun - In: Analysis of panels and limited dependent variable …, (pp. 297-322). 1999
Persistent link: https://www.econbiz.de/10001445128
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593