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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Identification of New Keynesian Phillips curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1481-1502
Persistent link: https://www.econbiz.de/10003887194
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What if the UK or Sweden had joined the euro in 1999? : an empirical evaluation using a global VAR
Pesaran, M. Hashem; Smith, L. Vanessa; Smith, Ron - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 55-87
Persistent link: https://www.econbiz.de/10003416333
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Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - In: Journal of applied econometrics 22 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 642-675
Persistent link: https://www.econbiz.de/10003921251
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Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
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Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
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Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
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Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688
Persistent link: https://www.econbiz.de/10003921277