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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~person:"Pesaran, M. Hashem"
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Time series analysis
Estimation theory
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Schätztheorie
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Zeitreihenanalyse
2
Aggregation
1
Cross sectional dependence
1
Estimating signs
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Estimation
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Mean group estimator
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Pesaran, M. Hashem
Franses, Philip Hans
9
Hassler, Uwe
5
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4
Drost, Feike C.
3
Gonzalo, Jesús
3
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2
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2
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2
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2
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2
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Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
CESifo working papers
5
DAE working paper
5
Journal of econometrics
3
CESifo Working Paper Series
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Cambridge working papers in economics
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Signs of impact effects in time series regression models
Pesaran, M. Hashem
;
Smith, Ron
- In:
Economics letters
122
(
2014
)
2
,
pp. 150-153
Persistent link: https://www.econbiz.de/10010395246
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2
Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem
- In:
Economics letters
58
(
1998
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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