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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009580056
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Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366308
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Estimation and inference in large heterogeneous panels with cross section dependence
Pesaran, M. Hashem (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729378
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A simple panel unit root test in the presence of cross section dependence
Pesaran, M. Hashem (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001848226
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General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153288
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A pair-wise approach to testing for output growth convergence
Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365944
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10008649464
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Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009579879
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Macroeconomics dynamics and credit risk : a global perspective
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766064