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Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366308
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009580056
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
Persistent link: https://www.econbiz.de/10003604405
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003604648
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671175
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Long run macroeconomic relations in the global economy
Holly, Sean (contributor); Pesaran, M. Hashem (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565786
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What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VAR
Pesaran, M. Hashem (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846329
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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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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10008649464
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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