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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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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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On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
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Forecasting ultimate resource recovery
Pesaran, M. Hashem - In: International journal of forecasting 11 (1995) 4, pp. 543-555
Persistent link: https://www.econbiz.de/10001203022
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …
Persistent link: https://www.econbiz.de/10011983664
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Market timing and return prediciton under model instability
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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Market timing and return prediction under model instability
Pesaran, M. Hashem; Timmermann, Allan - 2002
Persistent link: https://www.econbiz.de/10001662209
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208