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Pairwise tests of purchasing power parity
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521
Persistent link: https://www.econbiz.de/10003881179
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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
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A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227
Persistent link: https://www.econbiz.de/10001180042
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael - In: Econometric reviews 13 (1994) 2, pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10001660015
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Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 32 (2013) 5/6, pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
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Learning, structural instability, and present value calculations
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - In: Econometric reviews 26 (2007) 2, pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
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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
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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - In: Econometric reviews 37 (2018) 6/10, pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
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An augmented Anderson-Hsiao estimator for dynamic short-T panels
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 41 (2022) 4, pp. 416-447
Persistent link: https://www.econbiz.de/10013364889