Narrow search
Showing 1 - 10 of 612
Cover Image
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
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
Cover Image
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003978514
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
Cover Image
Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …
Persistent link: https://www.econbiz.de/10013041372
Cover Image
Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
Persistent link: https://www.econbiz.de/10013263388
Cover Image
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - 2007
Persistent link: https://www.econbiz.de/10003482467
Cover Image
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
Persistent link: https://www.econbiz.de/10003482517
Cover Image
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 …
Persistent link: https://www.econbiz.de/10003590525