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A bias-adjusted LM test of err...
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Journal of econometrics
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Econometric reviews
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Journal of quantitative economics : journal of the Indian Econometric Society
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Economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Le moniteur du commerce international : le MOCI
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Macroeconomics and finance in emerging market economies
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Oxford bulletin of economics and statistics
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Pakistan journal of applied economics
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Vanessa Smith, L.
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10010111276
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2
A bias-adjusted LM test of error cross-section independence
Pesaran, M.Hashem
;
Ullah, Aman
;
Yamagata, Takashi
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10007916430
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3
Testing slope homogeneity in large panels
Hashem Pesaran, M.
;
Yamagata, Takashi
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 50-93
Persistent link: https://www.econbiz.de/10007894518
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4
The spatial and temporal diffusion of house prices in the UK
Holly, Sean
;
Hashem Pesaran, M.
;
Yamagata, Takashi
- In:
Journal of urban economics
69
(
2011
)
1
,
pp. 2-24
Persistent link: https://www.econbiz.de/10008769904
Saved in:
5
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
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6
On Identification of Bayesian DSGE Models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron P.
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 300-314
Persistent link: https://www.econbiz.de/10010154953
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7
DISTINGUISHED AUTHORS
Pesaran, M. Hashem
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 901-902
Persistent link: https://www.econbiz.de/10010158178
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8
Introduction
Esfahani, Hadi Salehi
;
Pesaran, M. Hashem
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 219-220
Persistent link: https://www.econbiz.de/10010166227
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9
Oil exports and the Iranian economy
Esfahani, Hadi Salehi
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 221-237
Persistent link: https://www.econbiz.de/10010166228
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10
Journal of applied econometrics distinguished authors
Pesaran, M. Hashem
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 195-196
Persistent link: https://www.econbiz.de/10008370013
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