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~person:"Pesaran, M. Hashem"
~person:"Porter, Michael E."
~source:"econstor"
~subject:"Culture"
~subject:"Success factor"
~subject:"Welt"
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Success factor
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Börsenkurs
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Cross section dependence, Large panels, Principal components, Common correlated effects, Return equations
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Forecasting using GVAR
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Pesaran, M. Hashem
Porter, Michael E.
Dreher, Axel
75
Gern, Klaus-Jürgen
65
Scheide, Joachim
62
Lippelt, Jana
49
Nerb, Gernot
46
Nunnenkamp, Peter
46
Aizenman, Joshua
41
Gundlach, Erich
34
Matthies, Klaus
34
Jannsen, Nils
33
Stangl, Anna
32
Sander, Birgit
30
Weinert, Günter
29
Tol, Richard S. J.
27
Wollmershäuser, Timo
25
Dovern, Jonas
24
Schneider, Friedrich G.
24
Siebert, Horst
24
Voigt, Stefan
24
Thiele, Rainer
22
Woessmann, Ludger
22
Chong, Alberto
21
Langhammer, Rolf J.
21
Boysen-Hogrefe, Jens
20
Buch, Claudia M.
20
Michaelowa, Axel
20
Simonis, Udo E.
20
Meier, Carsten-Patrick
19
Boss, Alfred
18
Kemfert, Claudia
18
Böhringer, Christoph
17
Carraro, Carlo
17
Gassebner, Martin
17
Kamps, Christophe
16
Klasen, Stephan
16
Nierhaus, Wolfgang
16
Oskamp, Frank
16
Peterson, Sonja
16
Wohlrabe, Klaus
16
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ECONIS (ZBW)
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China's Emergence in the
World
Economy and Business Cycles in Latin America
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
-
2011
This paper investigates how changes in trade linkages between China, Latin America, and the rest of the
world
have …
Persistent link: https://www.econbiz.de/10010328125
Saved in:
2
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
-
2008
of
world
output. The forecasts are compared to typical benchmarks: univariate autoregressive and random walk models …
Persistent link: https://www.econbiz.de/10010283542
Saved in:
3
Alternative approaches to estimation and inference in large multifactor panels: Small sample results with an application to modelling of asset returns
Kapetanios, George
;
Pesaran, M. Hashem
-
2005
This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure. Such models raise new problems for estimation and inference. This paper compares...
Persistent link: https://www.econbiz.de/10010284201
Saved in:
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