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~person:"Pesaran, M. Hashem"
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ECONIS (ZBW)
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1
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
2
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
3
The cost effectiveness of the UK's sovereign debt portfolio
Coe, Patrick J.
;
Pesaran, M. Hashem
;
Vahey, Shaun P.
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 467-495
Persistent link: https://www.econbiz.de/10003020793
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
10
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
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