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Themed issue: Topics in health econometrics

Pesaran, M. Hashem (contributor) - 2004

Persistent link: https://www.econbiz.de/10002166262

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

Growth and convergence in a multi-country empirical stochastic Solow model

Lee, Kevin C. - In: Journal of applied econometrics 12 (1997) 4, pp. 357-392

Persistent link: https://www.econbiz.de/10001223750

Classical and Bayesian methods of testing for unit roots

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 6 (1991) 4, pp. 333-473

Persistent link: https://www.econbiz.de/10001114637

Nonlinear dynamics and econometrics : special issue

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 7 (1992), pp. 1-195

Persistent link: https://www.econbiz.de/10001135773

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics

Hendry, David F. (contributor); Sargan, John Denis (honouree) - 2001

Persistent link: https://www.econbiz.de/10001591547

Macroeconometric Modelling with a Global Perspective

Pesaran, M. Hashem - 2007

imposed if accepted. Alternatively, if one has less confidence in the short-run theory the dynamics can be left unrestricted … equilibrium values of the variables reflecting the long-run theory embodied in the model can be calculated. This approach has been …

Persistent link: https://www.econbiz.de/10012778617

Forecasting Random Walks under Drift Instability

Pesaran, M. Hashem - 2011

This paper considers forecast averaging when the same model is used but estimation is carried out over different estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or more structural breaks. It is shown that compared to...

Persistent link: https://www.econbiz.de/10012714199

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960

Persistent link: https://www.econbiz.de/10011686163