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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
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2
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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3
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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4
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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5
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579879
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6
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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7
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
Saved in:
8
Big data analytics : a new perspective
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011455779
Saved in:
9
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
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10
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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