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Growth and convergence in a multi-country empirical stochastic Solow model

Lee, Kevin C.; Pesaran, M. Hashem; Smith, Ron - 1996 - rev. version

Persistent link: https://www.econbiz.de/10000944242

Energy demand in Asian developing economies

Pesaran, M. Hashem - 1998

Persistent link: https://www.econbiz.de/10000991816

New directions in applied dynamic macroeconomic modeling

Pesaran, M. Hashem - 1997

Persistent link: https://www.econbiz.de/10001340404

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M. Hashem; Smith, Ron - 1992

Persistent link: https://www.econbiz.de/10000843605

Growth and convergence in a multi-country empirical stochastic Solow model

Lee, Kevin C. - In: Journal of applied econometrics 12 (1997) 4, pp. 357-392

Persistent link: https://www.econbiz.de/10001223750

Testing for structural stability and predictive failure : a review

Pesaran, M. Hashem - In: The Manchester School of Economic and Social Studies 53 (1985) 3, pp. 280-295

Persistent link: https://www.econbiz.de/10001093877

Alternative approaches to estimating long-run energy demand elasticities : an application to Asian developing countries

Pesaran, M. Hashem; Smith, Ron - 1993

Persistent link: https://www.econbiz.de/10000142721

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M. Hashem; Smith, Ron - 1992

Persistent link: https://www.econbiz.de/10000137109

Pooled estimation of long-run relationships in dynamic heterogeneous panels

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron - 1997

Persistent link: https://www.econbiz.de/10000642967

Factor Strengths, Pricing Errors, and Estimation of Risk Premia

Pesaran, M. Hashem; Smith, Ron - 2021

This paper examines the implications of pricing errors and factors that are not strong for the Fama-MacBeth two-pass estimator of risk premia and its asymptotic distribution when T is fixed with n → ∞, and when both n and T → ∞, jointly. While the literature just distinguishes strong and...

Persistent link: https://www.econbiz.de/10013239328