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Delete all filters | 4 applied filters

Year of publication
Subject
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Theorie 211 Theory 205 Panel 150 Panel study 145 Schätzung 119 Estimation 115 Schätztheorie 103 Estimation theory 102 Welt 92 World 89 VAR-Modell 79 VAR model 78 Zeitreihenanalyse 67 Time series analysis 66 Wirkungsanalyse 61 Impact assessment 59 Prognoseverfahren 56 Forecasting model 55 Statistischer Test 51 Statistical test 50 Wirtschaftswachstum 50 Economic growth 49 Faktorenanalyse 43 Factor analysis 42 Korrelation 38 USA 38 United States 38 Schock 37 Correlation 36 Shock 36 Business cycle 34 Konjunktur 34 Monte Carlo simulation 34 Macroeconometrics 33 Makroökonometrie 33 Monte-Carlo-Simulation 33 Volatilität 31 Volatility 30 International business cycle 29 Internationale Konjunktur 29
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Online availability
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Free Undetermined 15
Type of publication
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Book / Working Paper Article 9 Other 1
Type of publication (narrower categories)
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Working Paper 364 Graue Literatur 282 Non-commercial literature 282 Arbeitspapier 270 Article in journal 3 Aufsatz in Zeitschrift 3 Systematic review 2 Übersichtsarbeit 2
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Language
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English Undetermined 80
Author
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Pesaran, M. Hashem Asongu, Simplice 2,153 Caporale, Guglielmo Maria 1,216 McAleer, Michael 906 Nijkamp, Peter 899 Heckman, James J. 853 Aizenman, Joshua 836 Sutter, Matthias 825 Acemoglu, Daron 791 Zimmermann, Klaus F. 755 Görg, Holger 686 Wagner, Joachim 679 Härdle, Wolfgang 672 Woessmann, Ludger 671 Belke, Ansgar 666 Peichl, Andreas 644 Klasen, Stephan 633 Stark, Oded 629 Hasan, Iftekhar 618 Dreher, Axel 601 Frey, Bruno S. 586 Afonso, António 577 Winter-Ebmer, Rudolf 577 Glaeser, Edward L. 564 Eichengreen, Barry 550 Snower, Dennis J. 540 Mitchell, Olivia S. 534 Fehr, Ernst 525 Bordo, Michael D. 517 Torgler, Benno 514 Neumark, David 511 Bryson, Alex 510 Terziev, Venelin 510 Poutvaara, Panu 506 Gorodnichenko, Yuriy 503 Bloom, Nicholas 502 Nunnenkamp, Peter 492 Schneider, Friedrich 491 Weber, Michael 486 Schnabel, Claus 485
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Institution
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CESifo 52 University of Cambridge / Department of Applied Economics 20 University of Cambridge / Faculty of Economics 17 Institute of Economic Policy Research (IEPR), University of Southern California 11 National Bureau of Economic Research 6 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 5 Forschungsinstitut zur Zukunft der Arbeit 4 Economic Research Forum (ERF) 3 de Nederlandsche Bank 3 Banco de España 1 Department of Economics and Related Studies, University of York 1 Econometric Society 1 Economics Department, University of Strathclyde 1 Federal Reserve Bank of New York 1 Institute for the Study of Labor (IZA) 1 International Conferences on Panel Data 1 School of Economics, UNSW Business School 1 Society for Computational Economics - SCE 1 University of Strathclyde / Department of Economics 1
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Published in...
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CESifo Working Paper 104 CESifo Working Paper Series 104 CESifo working papers 103 Cambridge working papers in economics 90 Discussion paper series / IZA 33 USC-INET Research Paper 26 IZA Discussion Paper 25 Globalization and Monetary Policy Institute Working Paper 12 IEPR Working Papers 11 DAE working paper 7 IZA Discussion Papers 6 NBER working paper series 6 Working paper series / European Central Bank 6 CAMA working paper series 5 Globalization Institute Working Paper 5 Working paper / National Bureau of Economic Research, Inc. 5 BCAM Working Paper 4 CAMA Working Paper 4 Cambridge-INET working papers 4 DNB working paper 4 Discussion papers in economics 4 IEPR Working Paper 4 NBER Working Paper 4 Working Paper 4 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 3 DNB Working Papers 3 ECB Working Paper 3 IMF Working Paper 3 Working Papers / Economic Research Forum (ERF) 3 Working paper 3 , Vol. , pp. - 2 Bank of Canada Working Paper 2 Birkbeck working papers in economics and finance : BWPEF 2 Bundesbank Series 1 Discussion Paper 2 CAFE Research Paper 2 DAE working paper / University of Cambridge, Department of Applied Economics 2 De Nederlandsche Bank Working Paper 2 Discussion paper / Deutsche Bundesbank 2 ERF working papers series : working paper 2 IDB Working Paper Series 2
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Source
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ECONIS (ZBW) 515 EconStor 94 RePEc 78 USB Cologne (business full texts) 5
Showing 1 - 10 of 692
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High-Dimensional Forecasting with Known Knowns and Known Unknowns
Pesaran, M. Hashem; Smith, Ron P. - 2024
Forecasts play a central role in decision making under uncertainty. After a brief review of the general issues, this paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set, known knowns, using Lasso and OCMT, and approximating...
Persistent link: https://www.econbiz.de/10014534378
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Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call
Pesaran, M. Hashem; Song, Hayun - 2024
This document is a follow up to the paper by Ahmed and Pesaran (2020, AP) and reports state-level forecasts for the 2024 US presidential election. It updates the 3,107 county level data used by AP and uses the same machine learning techniques as before to select the variables used in forecasting...
Persistent link: https://www.econbiz.de/10015166166
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How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
Pesaran, M. Hashem; Xie, Yimeng - 2024
In a recent paper Juodis and Reese (2022) (JR) show that the application of the CD test proposed by Pesaran (2004) to residuals from panels with latent factors results in over-rejection. They propose a randomized test statistic to correct for over-rejection, and add a screening component to...
Persistent link: https://www.econbiz.de/10015175297
Saved in:
Cover Image
Forecasting 2024 US presidential election by states using county level data : too close to call
Pesaran, M. Hashem; Song, Hayun - 2024
This document is a follow up to the paper by Ahmed and Pesaran (2020, AP) and reports state-level forecasts for the 2024 US presidential election. It updates the 3,107 county level data used by AP and uses the same machine learning techniques as before to select the variables used in forecasting...
Persistent link: https://www.econbiz.de/10015077850
Saved in:
Cover Image
How to detect network dependence in latent factor models? : a bias-corrected CD test
Pesaran, M. Hashem; Xie, Yimeng - 2024
In a recent paper Juodis and Reese (2022) (JR) show that the application of the CD test proposed by Pesaran (2004) to residuals from panels with latent factors results in over-rejection. They propose a randomized test statistic to correct for over-rejection, and add a screening component to...
Persistent link: https://www.econbiz.de/10015125201
Saved in:
Cover Image
High-dimensional forecasting with known knowns and known unknowns
Pesaran, M. Hashem; Smith, Ron - 2024
Forecasts play a central role in decision making under uncertainty. After a brief review of the general issues, this paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set, known knowns, using Lasso and OCMT, and approximating...
Persistent link: https://www.econbiz.de/10014469011
Saved in:
Cover Image
High-dimensional forecasting with known knowns and known unknowns
Pesaran, M. Hashem; Smith, Ron - 2024
Persistent link: https://www.econbiz.de/10014486465
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Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023
This paper is concerned with the problem of variable selection when the marginal effects of signals on the target variable as well as the correlation of the covariates in the active set are allowed to vary over time, without committing to any particular model of parameter instabilities. It poses...
Persistent link: https://www.econbiz.de/10014290133
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Reflections on "Testing for Unit Roots in Heterogeneous Panels"
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol - 2023
This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...
Persistent link: https://www.econbiz.de/10014290138
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The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
Pesaran, M. Hashem; Smith, Ron P. - 2023
This paper examines the role of pricing errors in linear factor pricing models, allowing for observed strong and semi-strong factors, and latent weak factors. It focusses on the estimation of ∅k = λk − μk which plays a pivotal role, not only in the estimation of risk premia but also in...
Persistent link: https://www.econbiz.de/10014290192
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