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A general likelihood approach to the instrumental variable estimation and test of misspecifications

Pesaran, M. Hashem; Pesaran, M.H. - 1984

Persistent link: https://www.econbiz.de/10000007936

Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation

Binder, Michael; Pesaran, M. Hashem - 1996

Persistent link: https://www.econbiz.de/10000952742

A decision theoretic approach to forecast evaluation

Granger, C. W. J.; Pesaran, M. Hashem - 1996

Persistent link: https://www.econbiz.de/10000955303

Identification of new Keynesian Phillips Curves from a global perspective

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008

Persistent link: https://www.econbiz.de/10003641659

Model Averaging in Risk Management with an Application to Futures Markets

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641741

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003729150

Firm heterogeneity and credit risk diversification

Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612

Persistent link: https://www.econbiz.de/10003759687

A bias-adjusted LM test of error cross-section independence

Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127

Persistent link: https://www.econbiz.de/10003648644

Panel unit root tests in the presence of a multifactor error structure

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741143

Identification of new Keynesian Phillips Curves from a global perspective

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008

New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...

Persistent link: https://www.econbiz.de/10003778781