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When is a copula constant? : a test for changing relationships
Busetti, Fabio; Harvey, Andrew C. - 2008
Persistent link: https://www.econbiz.de/10003851035
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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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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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A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366306
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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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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - 2014
Persistent link: https://www.econbiz.de/10010504846
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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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On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002846348