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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003596456
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Theory and practice of GVAR modeling
Pesaran, M. Hashem; Chudik, Alexander - 2014
Persistent link: https://www.econbiz.de/10010356261
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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
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Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005
Persistent link: https://www.econbiz.de/10002808817
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Macroeconometric modelling with a global perspective
Pesaran, M. Hashem (contributor); Smith, Ron (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328171
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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem; Zaffaroni, Paolo - 2008
Persistent link: https://www.econbiz.de/10003850829
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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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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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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003491106