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Chudik, Akexander; Kapetanios, George; Pesaran, M. Hashem - 2016

Persistent link: https://www.econbiz.de/10011455779

Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016

experiments considered in this paper. Despite its simplicity, the theory behind the proposed approach is quite complicated. We …

Persistent link: https://www.econbiz.de/10011444508

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

Comment on "Fast sparse regression and classification" by J. H. Friedman

Kapetanios, George; Pesaran, M. Hashem - In: International journal of forecasting 28 (2012) 3, pp. 739-740

Persistent link: https://www.econbiz.de/10009659834

Bounds testing approaches to the analysis of long-run relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999

Persistent link: https://www.econbiz.de/10001387285

Random coefficient models

Hsiao, Cheng; Pesaran, M. Hashem - In: The econometrics of panel data : fundamentals and …, (pp. 185 - 213). 2008

Persistent link: https://www.econbiz.de/10014559890

A generalised R 2 criterion for regression models estimated by the instrumental variable method

Pesaran, M. Hashem - 1992

Persistent link: https://www.econbiz.de/10000137152

Posterior means and precisions of the coefficients in linear models with highly collinear regressors

Pesaran, M. Hashem; Smith, Ron - 2017

When there is exact collinearity between regressors, their individual coefficients are not identified, but given an informative prior their Bayesian posterior means are well defined. The case of high but not exact collinearity is more complicated but similar results follow. Just as exact...

Persistent link: https://www.econbiz.de/10011771679

Harding, Matthew C.; Lamarche, Carlos; Pesaran, M. Hashem - 2018

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and interactive effects. The paper adopts the Common Correlated Effects (CCE) approach proposed by Pesaran (2006) and Chudik and Pesaran (2015) and demonstrates that the extension...

Persistent link: https://www.econbiz.de/10011898624

Signs of impact effects in time series regression models

Pesaran, M. Hashem; Smith, Ron - In: Economics letters 122 (2014) 2, pp. 150-153

Persistent link: https://www.econbiz.de/10010395246

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