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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000560436
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
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An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000151780
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Structural analysis of cointegration VARs
Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451