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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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Diagnostics for IV regressions
Pesaran, M. Hashem; Taylor, Larry W. - 1997
Persistent link: https://www.econbiz.de/10000629003
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Testing for the existence of a long-run relationship
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1996 - Rev
Persistent link: https://www.econbiz.de/10000614561
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The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem; Timmermann, Alan G. - 1990
Persistent link: https://www.econbiz.de/10000130935
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Persistence of shocks and their sources in a multisectoral model of UK output-growth
Lee, Kevin C.; Pesaran, M. Hashem; Pierse, Richard G. - 1991
Persistent link: https://www.econbiz.de/10000130950
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Pooled estimation of long-run relationships in dynamic heterogeneous panels
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron - 1997
Persistent link: https://www.econbiz.de/10000642967
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Bias reduction in estimating long-run relationships from dynamics heterogeneous panels
Pesaran, M. Hashem; Zhao, Zhongyun - 1998
Persistent link: https://www.econbiz.de/10000671920
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - 1998
Persistent link: https://www.econbiz.de/10000671921
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856