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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
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Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - In: The review of economic studies 73 (2006) 4, pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
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Keynes on econometrics
Pesaran, M. Hashem; Smith, Ron - In: Keynes' economics : methodological issues, (pp. 134-150). 2009
Persistent link: https://www.econbiz.de/10008696521
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Methodological issues in Keynes' economics : an introduction
Lawson, Tony; Pesaran, M. Hashem - In: Keynes' economics : methodological issues, (pp. 1-9). 2009
Persistent link: https://www.econbiz.de/10008696528
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Learning, structural instability, and present value calculations
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - In: Econometric reviews 26 (2007) 2, pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
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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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Comment on "Fast sparse regression and classification" by J. H. Friedman
Kapetanios, George; Pesaran, M. Hashem - In: International journal of forecasting 28 (2012) 3, pp. 739-740
Persistent link: https://www.econbiz.de/10009659834
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Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 32 (2013) 5/6, pp. 592-649
Persistent link: https://www.econbiz.de/10009758630