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Oil investment in the North Sea
Favero, Carlo A.; Pesaran, M. Hashem - 1992
Persistent link: https://www.econbiz.de/10000137140
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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
documented by Monte Carlo experiments. An empirical application to modelling of real GDP growth and investment-output ratios … dominant effects are found. The results also suggest that increase in investment as a share of GDP predict higher growth rate … cross section dependence ; VAR ; global VAR ; factor models ; capital accumulation ; growth …
Persistent link: https://www.econbiz.de/10003646695
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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003624878
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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003596456
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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - 2009
This paper introduces a novel approach for dealing with the "curse of dimensionality" in the case of large linear dynamic systems. Restrictions on the coefficients of an unrestricted VAR are proposed that are binding only in a limit as the number of endogenous variables tends to infinity. It is...
Persistent link: https://www.econbiz.de/10003831142
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Oil investment in the North Sea
Favero, Carlo A. - In: Economic modelling 11 (1994) 3, pp. 308-329
Persistent link: https://www.econbiz.de/10001166739
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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
The idea that certain economic variables are roughly constant in the long-run is an old one. Kaldor described them as … models in economics as conditions for balanced growth, arbitrage or solvency, the empirical literature has tended to find …
Persistent link: https://www.econbiz.de/10013041372
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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
Persistent link: https://www.econbiz.de/10013263388
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Market efficiency today
Pesaran, M. Hashem (contributor) - 2005
Persistent link: https://www.econbiz.de/10003351595
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To Pool or not to Pool: Revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10011307081