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Journal of Econometrics
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of Econometrics
129
(
2005
)
1-2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10005115491
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2
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of Econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10005122719
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3
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
;
Shin, Yongcheol
- In:
Journal of Econometrics
71
(
1996
)
1-2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10005228947
Saved in:
4
The role of theory in econometrics
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of Econometrics
67
(
1995
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10005192678
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5
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of Econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10005285777
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6
Cross-sectional aggregation of non-linear models
Garderen, Kees Jan van
;
Lee, Kevin
;
Pesaran, M. Hashem
- In:
Journal of Econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10005285838
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7
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of Econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10005285886
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8
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of Econometrics
68
(
1995
)
1
,
pp. 79-113
Persistent link: https://www.econbiz.de/10005285970
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9
Testing for unit roots in heterogeneous panels
Im, Kyung So
;
Pesaran, M. Hashem
;
Shin, Yongcheol
- In:
Journal of Econometrics
115
(
2003
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10005239026
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10
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Pesaran, M. Hashem
;
Smith, Richard J.
- In:
Journal of Econometrics
44
(
1990
)
1-2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10005239046
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