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Pesaran, M. Hashem
26
Hashem Pesaran, M.
16
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5
Pesaran, M.Hashem
5
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4
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3
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Journal of applied econometrics
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9
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3
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3
International journal of forecasting
3
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3
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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:
2
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:
3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Macroeconometric modelling with a global perspective
Pesaran, M. Hashem
;
Smith, Ron
- In:
Papers in money, macroeconomics and finance : …
74
(
2006
),
pp. 24-49
Persistent link: https://www.econbiz.de/10009938377
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9
Comment on ‘Fast sparse regression and classification’ by J.H. Friedman
Kapetanios, George
;
Pesaran, M. Hashem
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 739-741
Persistent link: https://www.econbiz.de/10009983800
Saved in:
10
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
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