Narrow search
Showing 1 - 6 of 6
Cover Image
Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing
SCHUERMANN, TIL - In: Journal of Money, Credit and Banking 52 (2020) S1, pp. 87-105
Persistent link: https://www.econbiz.de/10012409815
Cover Image
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
Chudik, A.; Kapetanios, G.; Pesaran, M. Hashem - In: Econometrica 86 (2018) 4, pp. 1479-1512
Persistent link: https://www.econbiz.de/10012097931
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew; Lamarche, Carlos; Pesaran, M. Hashem - In: Journal of Applied Econometrics 35 (2020) 3, pp. 294-314
Persistent link: https://www.econbiz.de/10012189321
Cover Image
Estimation and inference for spatial models with heterogeneous coefficients : An application to US house prices
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - In: Journal of Applied Econometrics 36 (2020) 1, pp. 18-44
Persistent link: https://www.econbiz.de/10012273456
Cover Image
Measurement of factor strength : Theory and practice
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of Applied Econometrics 36 (2021) 5, pp. 587-613
Persistent link: https://www.econbiz.de/10012632811
Cover Image
Half-panel jackknife fixed-effects estimation of linear panels with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem; Yang, Jui-Chung - In: Journal of Applied Econometrics 33 (2018) 6, pp. 816-836
Persistent link: https://www.econbiz.de/10012082771