Similar Search Results

Small sample adjustments for the J-test

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983

Persistent link: https://www.econbiz.de/10000012596

Small sample adjustments for the J-test

Godfrey, L. G.; Pesaran, M. Hashem - 1982

Persistent link: https://www.econbiz.de/10001532016

Non-nested hypothesis testing : an overview

Pesaran, M. Hashem; Weeks, Melvyn - 1999

Persistent link: https://www.econbiz.de/10001441731

A simple, non-parametric test of predictive performance

Pesaran, M. Hashem; Timmermann, Allan - 1990

Persistent link: https://www.econbiz.de/10000805460

Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - 1994

Persistent link: https://www.econbiz.de/10000147757

Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87

Persistent link: https://www.econbiz.de/10001660015

General diagnostic tests for cross section dependence in panels

Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153288

Testing slope homogeneity in large panels

Pesaran, M. Hashem (contributor); … - 2005

This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their...

Persistent link: https://www.econbiz.de/10002756331

Testing slope homogeneity in large panels

Pesaran, M. Hashem (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002706456

General diagnostic tests for cross section dependence in panels

Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002182008