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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2015
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10013038262
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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
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10013129942
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10008856398
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10009010169
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10009130496
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Small sample adjustments for the J-test
Godfrey, L. G.; Pesaran, M. Hashem - 1982
Persistent link: https://www.econbiz.de/10001532016
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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Neglected heterogeneity and dynamics in cross-country savings regressions
Ul Haque, Nadeem; Pesaran, M. Hashem; Sharma, Sunil - 1999
Persistent link: https://www.econbiz.de/10001427883
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Neglected heterogeneity and dynamics in cross-country savings regressions
Ul Haque, Nadeem; Pesaran, M. Hashem; Sharma, Sunil - In: Panel data econometrics : future directions : papers in …, (pp. 53-82). 2000
Persistent link: https://www.econbiz.de/10001487994