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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two …
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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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715
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Alternative approaches to estimating long-run energy demand elasticities : an application to Asian developing countries
Pesaran, M. Hashem; Smith, Ron - 1993
Persistent link: https://www.econbiz.de/10000142721
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Energy demand in Asian developing economies
Pesaran, M. Hashem - 1998
Persistent link: https://www.econbiz.de/10000991816
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Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000560436
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
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An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000151780
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856