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Pesaran, M. Hashem
26
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16
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6
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3
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3
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3
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9
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3
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3
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3
Economics letters
2
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2
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Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models*
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 253-278
Persistent link: https://www.econbiz.de/10009829851
Saved in:
2
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-188
Persistent link: https://www.econbiz.de/10009178475
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3
Forecast Combination Across Estimation Windows
Hashem Pesaran, M
;
Pick, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 307-319
Persistent link: https://www.econbiz.de/10008894202
Saved in:
4
Forecasting the fragility of the banking and insurance sectors
Bernoth, Kerstin
;
Pick, Andreas
- In:
Journal of banking & finance
35
(
2011
)
4
,
pp. 807-819
Persistent link: https://www.econbiz.de/10008843269
Saved in:
5
'Keep it real!': a real-time UK macro data set
Egginton, Don M.
;
Pick, Andreas
;
Vahey, Shaun P.
- In:
Economics letters
77
(
2002
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10006767054
Saved in:
6
Econometric issues in the analysis of contagion
Pesaran, M.Hashem
;
Pick, Andreas
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1245-1277
Persistent link: https://www.econbiz.de/10007607083
Saved in:
7
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
Saved in:
8
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
Saved in:
9
DISTINGUISHED AUTHORS
Pesaran, M. Hashem
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 901-902
Persistent link: https://www.econbiz.de/10010158178
Saved in:
10
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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