Similar Search Results - EconBiz

Exponential class of dynamic binary choice panel data models with fixed effects

Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - In: Econometric reviews 36 (2017) 6/9, pp. 898-927

Persistent link: https://www.econbiz.de/10011795531

Essays in honor of Cheng Hsiao

Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) - 2020

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE...

Persistent link: https://www.econbiz.de/10012215525

Testing weak cross-sectional dependence in large panels

Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117

Persistent link: https://www.econbiz.de/10011483451

General diagnostic tests for cross-sectional dependence in panels

Pesaran, M. Hashem - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 13-50

Persistent link: https://www.econbiz.de/10012488880

Forecasting time series subject to multiple structural breaks

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004

Persistent link: https://www.econbiz.de/10002398483

Real time econometrics

Pesaran, M. Hashem; Timmermann, Allan - 2004

Persistent link: https://www.econbiz.de/10002122625

A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - In: Journal of international money and finance 119 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013285015

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003814581

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management

Pesaran, M. Hashem; Zaffaroni, Paolo - 2005

Persistent link: https://www.econbiz.de/10003224850

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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