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On the interpretation of panel unit root tests
Pesaran, M. Hashem - In: Economics letters 116 (2012) 3, pp. 545-546
Persistent link: https://www.econbiz.de/10009674841
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Missing data and maximum likelihood estimation
Hsiao, Cheng - In: Economics letters 6 (1980) 3, pp. 249-253
Persistent link: https://www.econbiz.de/10002960155
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Panel data approach vs synthetic control method
Wan, Shui Ki; Xie, Yimeng; Hsiao, Cheng - In: Economics letters 164 (2018), pp. 121-123
Persistent link: https://www.econbiz.de/10011939968
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Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem - In: Economics letters 58 (1998) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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A proof of the asymptotic validity of a test for perfect aggregation
Pesaran, M. Hashem - In: Economics letters 1 (1989), pp. 41-47
Persistent link: https://www.econbiz.de/10001068817
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem - In: Economics letters 4 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001051468
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Limited-dependent rational expectations models with stochastic thresholds
Pesaran, M. Hashem - In: Economics letters 51 (1996) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10001200994
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Signs of impact effects in time series regression models
Pesaran, M. Hashem; Smith, Ron - In: Economics letters 122 (2014) 2, pp. 150-153
Persistent link: https://www.econbiz.de/10010395246
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Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander; Pesaran, M. Hashem - In: Economics letters 175 (2019), pp. 101-105
Persistent link: https://www.econbiz.de/10012121199