//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Pesaran, M. Hashem"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory in financial time...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
110
Time series analysis
109
Theorie
65
Theory
64
Forecasting model
50
Prognoseverfahren
50
Schätzung
46
Estimation
45
Schätztheorie
29
Estimation theory
28
Structural break
25
Strukturbruch
25
Korrelation
18
Correlation
17
USA
17
United States
16
VAR model
16
VAR-Modell
16
Börsenkurs
14
Querschnittsanalyse
13
Share price
13
Volatility
13
Volatilität
13
Cross-section analysis
12
Capital income
11
Kapitaleinkommen
11
OECD countries
11
OECD-Staaten
11
Welt
11
World
11
Panel
10
Panel study
10
Schweiz
10
Switzerland
10
Cointegration
9
Kointegration
9
Autocorrelation
7
Autokorrelation
7
CAPM
7
Factor analysis
7
more ...
less ...
Online availability
All
Free
66
Undetermined
5
Type of publication
All
Book / Working Paper
92
Article
23
Type of publication (narrower categories)
All
Working Paper
62
Arbeitspapier
61
Graue Literatur
56
Non-commercial literature
56
Article in journal
21
Aufsatz in Zeitschrift
21
Collection of articles of several authors
4
Sammelwerk
4
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Conference proceedings
1
Konferenzschrift
1
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
115
Author
All
Pesaran, M. Hashem
Caporale, Guglielmo Maria
432
Gil-Alaña, Luis A.
393
Koopman, Siem Jan
250
Phillips, Peter C. B.
247
Gupta, Rangan
240
Franses, Philip Hans
228
McAleer, Michael
199
Gao, Jiti
134
Kapetanios, George
134
Teräsvirta, Timo
134
Lütkepohl, Helmut
133
Sibbertsen, Philipp
120
Engle, Robert F.
103
Koop, Gary
103
Diebold, Francis X.
101
Harvey, Andrew C.
101
Tiwari, Aviral Kumar
99
Campbell, John Y.
96
Härdle, Wolfgang
95
Bekaert, Geert
93
Hyndman, Rob J.
92
Kunst, Robert M.
92
Lucas, André
92
Watson, Mark W.
89
Taylor, Robert
88
Marcellino, Massimiliano
86
Stock, James H.
86
Johansen, Søren
85
Swanson, Norman R.
85
Narayan, Paresh Kumar
84
Perron, Pierre
83
Gil-Alana, Luis A.
82
Hendry, David F.
81
Pierdzioch, Christian
80
Zaremba, Adam
80
Dijk, Dick van
79
Mills, Terence C.
79
Dijk, Herman K. van
78
Hammoudeh, Shawkat
78
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.>
1
Forschungsinstitut zur Zukunft der Arbeit
1
The Wharton Financial Institutions Center
1
University of California Los Angeles
1
University of Cambridge / Faculty of Economics
1
Published in...
All
CESifo working papers
17
Cambridge working papers in economics
13
DAE working paper
11
CESifo Working Paper Series
7
Journal of econometrics
5
CESifo Working Paper
4
Discussion paper series / IZA
4
Journal of applied econometrics
4
DNB working paper
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper / Centre for Economic Policy Research
2
Economics letters
2
IEPR Working Paper
2
IZA Discussion Paper
2
De Nederlandsche Bank Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Discussion papers in economics
1
Econometric reviews
1
Economic modelling
1
Globalization Institute Working Paper
1
Handbook of economic forecasting ; 1
1
IMF working paper
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of empirical finance
1
National Institute economic review
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Practical issues in cointegration analysis
1
SNB economic studies
1
SNB working papers
1
The review of economic studies
1
USC-INET Research Paper
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
114
EconStor
1
Showing
1
-
10
of
115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
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
Saved in:
4
A unified approach to estimation and orthogonality tests in linear single equation econometric models
Pesaran, M. Hashem
;
Smith, Richard J.
-
1989
Persistent link: https://www.econbiz.de/10000127644
Saved in:
5
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
6
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1993
Persistent link: https://www.econbiz.de/10000142724
Saved in:
7
A floor and ceiling model of US output
Pesaran, M. Hashem
;
Potter, Simon M.
-
1994
Persistent link: https://www.econbiz.de/10000147746
Saved in:
8
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
Saved in:
9
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641741
Saved in:
10
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002120362
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->