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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
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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesran, M. Hashem; Smith, L. Vanessa - In: Journal of econometrics 208 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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The role of theory in econometrics
Pesaran, M. Hashem - In: Journal of econometrics 67 (1995) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem - In: Journal of econometrics 57 (1993) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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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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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 2, pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
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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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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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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/10001755367