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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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Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
Persistent link: https://www.econbiz.de/10003482517
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Econometric analysis of high dimensional VARs featuring a dominant unit
Pesaran, M. Hashem; Chudik, Alexander - 2010
Persistent link: https://www.econbiz.de/10003981026
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Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009579879
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Big data analytics : a new perspective
Chudik, Akexander; Kapetanios, George; Pesaran, M. Hashem - 2016
Persistent link: https://www.econbiz.de/10011455779
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General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153288
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Testing slope homogeneity in large panels
Pesaran, M. Hashem (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002706456
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Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360331
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A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors
Pesaran, M. Hashem; Xie, Yimeng - 2021
Persistent link: https://www.econbiz.de/10013259565