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A generalized R 2 criterion for regression models estimated by the instrumental variables method

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 3, pp. 705-710

Persistent link: https://www.econbiz.de/10001252924

Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps

Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 50-66

Persistent link: https://www.econbiz.de/10001253388

Growth empirics : a panel data approach ; a comment

Lee, Kevin C. - In: The quarterly journal of economics 113 (1998) 1, pp. 319-323

Persistent link: https://www.econbiz.de/10001236660

Disaggregation in econometric modelling : [main contributions of an International Conference on Disaggregation, held in ... Cambridge, in April 1987]

Barker, Terry (ed.); Pesaran, M. Hashem (contributor) - 1990 - 1. publ.

Persistent link: https://www.econbiz.de/10011520155

Essays in honor of Cheng Hsiao

Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) - 2020

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances … in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and … economics. For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the …

Persistent link: https://www.econbiz.de/10012215525

Real time econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2004

This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...

Persistent link: https://www.econbiz.de/10011402465