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The spatial and temporal diffusion of house prices in the UK

Holly, Sean; Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of Urban Economics 69 (2011) 1, pp. 2-23

This paper provides a method for the analysis of the spatial and temporal diffusion of shocks in a dynamic system. We use changes in real house prices within the UK economy at the level of regions to illustrate its use. Adjustment to shocks involves both a region specific and a spatial effect....

Persistent link: https://www.econbiz.de/10008871849

A pair-wise approach to testing for output and growth convergence

Hashem Pesaran, M. - In: Journal of Econometrics 138 (2007) 1, pp. 312-355

Persistent link: https://www.econbiz.de/10005286045

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Hashem Pesaran, M.; Kamil Tahmiscioglu, A. - In: Journal of Econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10005238962

A simulation approach to the problem of computing Cox's statistic for testing nonnested models

Hashem Pesaran, M.; Pesaran, Bahram - In: Journal of Econometrics 57 (1993) 1-3, pp. 377-392

Persistent link: https://www.econbiz.de/10005239040

Limited-dependent rational expectations models with stochastic thresholds

Hashem Pesaran, M.; Ruge-Murcia, Francisco J. - In: Economics Letters 51 (1996) 3, pp. 267-276

Persistent link: https://www.econbiz.de/10005257615

Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation

Hashem Pesaran, M. - In: Economic Modelling 20 (2003) 2, pp. 383-415

Persistent link: https://www.econbiz.de/10005205701

Testing slope homogeneity in large panels

Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of Econometrics 142 (2008) 1, pp. 50-93

Persistent link: https://www.econbiz.de/10005052768

A floor and ceiling model of US output

Hashem Pesaran, M.; Potter, Simon M. - In: Journal of economic dynamics & control 21 (1997) 4-5, pp. 661-696

Persistent link: https://www.econbiz.de/10006792644

Journal of applied econometrics scholars programme

Hashem Pesaran, M. - In: Journal of applied econometrics 18 (2003) 5, pp. 619

Persistent link: https://www.econbiz.de/10006967284

Estimation of long-run relationships from dynamic heterogeneous panels

Hashem Pesaran, M.; Smith, Ron - In: Journal of econometrics 68 (1995) 1, pp. 79-114

Persistent link: https://www.econbiz.de/10006797952

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