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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003604648
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What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VAR
Pesaran, M. Hashem (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846329
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A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366306
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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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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671175
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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/10003604405
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Testing slope homogeneity in large panels
Pesaran, M. Hashem (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002706456
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009580154
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A spatio-temporal model of house prices in the US
Holly, Sean (contributor); Pesaran, M. Hashem (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376031
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360302