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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
Pesaran, M. Hashem - In: Journal of econometrics 53 (1992) 1, pp. 141-163
Persistent link: https://www.econbiz.de/10001129324
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Constructing multi-country rational expectations models
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - In: Oxford bulletin of economics and statistics 76 (2014) 6, pp. 812-840
Persistent link: https://www.econbiz.de/10010474812
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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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/10003172764
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A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - In: Journal of econometrics 192 (2016) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
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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/10003425523
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422