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Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - 1994

Persistent link: https://www.econbiz.de/10000147757

Impulse response analysis in nonlinear multivariate models

Koop, Gary; Pesaran, M. Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-147

Persistent link: https://www.econbiz.de/10001755367

Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87

Persistent link: https://www.econbiz.de/10001660015

On the panel unit root tests using nonlinear instrumental variables

Im, KyungSo (contributor); Pesaran, M. Hashem (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001848327

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...