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The interaction between theory and observation in economics

Pesaran, M. Hashem - In: The economic and social review 24 (1992) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001143572

Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics

Hendry, David F. (contributor); Sargan, John Denis (honouree) - 2001

Persistent link: https://www.econbiz.de/10001591547

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

An autoregressive distributed-lag modelling approach to cointegration analysis

Pesaran, M. Hashem; Shin, Yongcheol - In: Econometrics and economic theory in the 20th century : …, (pp. 371-413). 1998

Persistent link: https://www.econbiz.de/10001548936

Structural analysis of cointegrating VARs

Pesaran, M. Hashem; Smith, Ron - In: Practical issues in cointegration analysis, (pp. 55-89). 1999

Persistent link: https://www.econbiz.de/10001550922

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and...

Persistent link: https://www.econbiz.de/10001560585